+39.2%
SN vs TEVA
+89.1%
-50.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.1% | -1.6% |
| 7D | -7.3% | +2.0% | -9.3% | -7.7% |
| 30D | -13.6% | +1.0% | -14.6% | -13.9% |
| 3M | +18.6% | +7.3% | +11.3% | +16.3% |
| 6M | +46.0% | +21.7% | +24.2% | +36.5% |
| YTD | +43.7% | +18.8% | +24.9% | +35.3% |
| 1Y | +39.2% | +86.5% | -47.3% | +26.4% |
| All | +39.2% | +89.1% | -50.0% | +26.4% |
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