+122.7%
SLB vs TEVA
+300.5%
-177.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.2% |
| 7D | -2.5% | +2.0% | -4.5% | -2.8% |
| 30D | +7.1% | +1.0% | +6.2% | +6.9% |
| 3M | +0.6% | +7.3% | -6.7% | -0.8% |
| 6M | +17.6% | +21.7% | -4.1% | +13.0% |
| YTD | +48.5% | +18.8% | +29.6% | +43.1% |
| 1Y | +59.4% | +86.5% | -27.1% | +41.3% |
| 3Y | -0.4% | +269.4% | -269.8% | -27.3% |
| All | +122.7% | +300.5% | -177.8% | +51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling