-4.9%
SHOP vs TEVA
+106.6%
-111.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.1% | +7.5% | +7.4% |
| 7D | -9.0% | +4.7% | -13.7% | -9.8% |
| 30D | -4.4% | +5.5% | -9.9% | -5.4% |
| 3M | +24.1% | +21.6% | +2.6% | +19.9% |
| 6M | +20.0% | +18.4% | +1.6% | +16.2% |
| YTD | -4.9% | +34.1% | -39.0% | -12.0% |
| 1Y | -4.9% | +104.5% | -109.5% | -18.8% |
| All | -4.9% | +106.6% | -111.5% | -18.8% |
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