+51,567.6%
SCHW vs TEVA
+7,037.9%
+44,529.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.6% |
| 7D | -1.9% | +2.0% | -3.9% | -2.4% |
| 30D | -1.6% | +1.0% | -2.6% | -2.0% |
| 3M | +21.3% | +7.3% | +13.9% | +18.3% |
| 6M | +16.5% | +21.7% | -5.2% | +9.3% |
| YTD | +8.4% | +18.8% | -10.4% | +2.2% |
| 1Y | +15.6% | +86.5% | -70.8% | -4.5% |
| 3Y | +86.8% | +269.4% | -182.6% | +21.0% |
| 5Y | +60.5% | +303.6% | -243.1% | -2.9% |
| 10Y | +297.7% | -22.9% | +320.7% | +234.8% |
| All | +51,567.6% | +7,037.9% | +44,529.6% | +14,587.9% |
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