+177.8%
SE vs TEVA
+280.8%
-103.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.4% | -1.7% |
| 7D | -5.2% | +2.0% | -7.2% | -5.6% |
| 30D | -17.1% | +1.0% | -18.0% | -17.2% |
| 3M | +24.0% | +7.3% | +16.7% | +22.2% |
| 6M | +21.0% | +21.7% | -0.8% | +16.2% |
| YTD | -16.7% | +18.8% | -35.6% | -19.6% |
| 1Y | -45.9% | +86.5% | -132.4% | -52.1% |
| 3Y | +177.8% | +269.4% | -91.6% | +95.5% |
| All | +177.8% | +280.8% | -103.0% | +95.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling