+568.6%
SE vs TEVA
+148.2%
+420.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -4.1% |
| 7D | -3.6% | -1.7% | -1.9% | -3.2% |
| 30D | -5.3% | +2.0% | -7.3% | -5.7% |
| 3M | +28.1% | +7.0% | +21.1% | +25.5% |
| 6M | +20.7% | +17.0% | +3.7% | +15.1% |
| YTD | -14.8% | +18.1% | -32.9% | -18.9% |
| 1Y | -43.6% | +87.2% | -130.8% | -52.8% |
| 3Y | +184.2% | +283.1% | -98.8% | +87.5% |
| 5Y | -66.3% | +298.4% | -364.7% | -78.6% |
| All | +568.6% | +148.2% | +420.4% | +350.7% |
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