-76.8%
SNAP vs TEVA
+9.3%
-86.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +0.9% | +2.4% |
| 7D | +3.8% | +2.0% | +1.8% | +3.3% |
| 30D | +9.2% | +1.0% | +8.3% | +9.0% |
| 3M | +6.6% | +7.3% | -0.8% | +4.2% |
| 6M | +16.9% | +21.7% | -4.9% | +10.3% |
| YTD | -29.6% | +18.8% | -48.5% | -33.2% |
| 1Y | -22.1% | +86.5% | -108.6% | -35.0% |
| 3Y | -39.8% | +269.4% | -309.3% | -59.6% |
| 5Y | -92.4% | +303.6% | -396.0% | -95.1% |
| All | -76.8% | +9.3% | -86.1% | -82.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling