-20.7%
SNAP vs TEVA
+106.6%
-127.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.1% | +6.0% | +5.9% |
| 7D | -0.7% | +4.7% | -5.4% | -1.8% |
| 30D | +5.5% | +5.5% | 0.0% | +4.1% |
| 3M | +2.2% | +21.6% | -19.3% | -1.9% |
| 6M | -4.1% | +18.4% | -22.4% | -7.7% |
| YTD | -26.6% | +34.1% | -60.7% | -32.0% |
| 1Y | -20.7% | +104.5% | -125.3% | -25.7% |
| All | -20.7% | +106.6% | -127.3% | -25.7% |
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 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