-22.8%
SNAP vs TEVA
+93.8%
-116.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.9% |
| 7D | +0.7% | -0.2% | +1.0% | +0.8% |
| 30D | +2.6% | +4.7% | -2.1% | +1.9% |
| 3M | -9.9% | +5.6% | -15.5% | -10.7% |
| 6M | +1.9% | +10.5% | -8.6% | -1.7% |
| YTD | -32.2% | +16.5% | -48.7% | -34.5% |
| 1Y | -22.8% | +96.8% | -119.6% | -19.8% |
| All | -22.8% | +93.8% | -116.7% | -19.8% |
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