-22.1%
SNAP vs TEVA
+89.1%
-111.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +0.9% | +2.6% |
| 7D | +3.8% | +2.0% | +1.8% | +3.5% |
| 30D | +9.2% | +1.0% | +8.3% | +9.1% |
| 3M | +6.6% | +7.3% | -0.8% | +5.3% |
| 6M | +16.9% | +21.7% | -4.9% | +12.4% |
| YTD | -29.6% | +18.8% | -48.5% | -32.1% |
| 1Y | -22.1% | +86.5% | -108.6% | -19.9% |
| All | -22.1% | +89.1% | -111.2% | -19.9% |
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 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