-48.8%
SE vs TEVA
+106.6%
-155.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.1% | +4.6% | +4.5% |
| 7D | +6.7% | +4.7% | +2.0% | +5.8% |
| 30D | -17.2% | +5.5% | -22.7% | -17.9% |
| 3M | -28.0% | +21.6% | -49.6% | -30.1% |
| 6M | -6.1% | +18.4% | -24.5% | -8.4% |
| YTD | -37.1% | +34.1% | -71.2% | -39.9% |
| 1Y | -48.8% | +104.5% | -153.3% | -52.4% |
| All | -48.8% | +106.6% | -155.3% | -52.4% |
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