-41.5%
SNAP vs TEVA
+273.2%
-314.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.4% | +5.3% | +4.3% |
| 7D | -3.2% | -0.7% | -2.4% | -3.0% |
| 30D | +0.2% | -0.4% | +0.5% | +0.2% |
| 3M | +2.6% | +8.2% | -5.6% | +0.3% |
| 6M | +12.4% | +15.3% | -2.9% | +7.8% |
| YTD | -31.6% | +16.5% | -48.1% | -34.7% |
| 1Y | -21.7% | +85.7% | -107.4% | -33.5% |
| All | -41.5% | +273.2% | -314.7% | -63.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling