+951.0%
SLB vs TEVA
+6,974.4%
-6,023.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.9% |
| 7D | +0.4% | +1.6% | -1.1% | +0.1% |
| 30D | +13.6% | +4.0% | +9.6% | +12.6% |
| 3M | +1.5% | +10.5% | -9.0% | -1.0% |
| 6M | +23.0% | +18.4% | +4.6% | +17.8% |
| YTD | +51.2% | +17.8% | +33.4% | +44.7% |
| 1Y | +63.5% | +90.5% | -27.0% | +40.7% |
| 3Y | +2.5% | +282.1% | -279.6% | -26.8% |
| 5Y | +139.2% | +291.9% | -152.7% | +65.1% |
| 10Y | -4.8% | -24.9% | +20.1% | -18.6% |
| All | +951.0% | +6,974.4% | -6,023.5% | +458.9% |
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