+0.9%
SCHW vs TEVA
+81.5%
-80.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.7% | +4.6% |
| 7D | +5.2% | +4.7% | +0.5% | +4.5% |
| 30D | -4.7% | +5.5% | -10.2% | -5.4% |
| 3M | -11.9% | +21.6% | -33.5% | -14.3% |
| 6M | +2.7% | +18.4% | -15.7% | +0.6% |
| YTD | -5.6% | +34.1% | -39.7% | -11.3% |
| All | +0.9% | +81.5% | -80.5% | -13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling