+2,169.0%
SAP vs TEVA
+922.0%
+1,246.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.4% | -1.2% |
| 7D | -0.3% | -1.7% | +1.4% | +0.1% |
| 30D | +0.3% | +2.0% | -1.7% | -0.3% |
| 3M | +16.9% | +7.0% | +9.9% | +14.7% |
| 6M | +6.3% | +17.0% | -10.6% | +1.7% |
| YTD | -12.4% | +18.1% | -30.5% | -16.5% |
| 1Y | -21.6% | +87.2% | -108.9% | -33.3% |
| 3Y | +54.8% | +283.1% | -228.3% | +6.8% |
| 5Y | +56.2% | +298.4% | -242.2% | +2.5% |
| 10Y | +179.0% | -23.4% | +202.5% | +145.2% |
| All | +2,169.0% | +922.0% | +1,246.9% | +729.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TEVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling