-77.8%
SNAP vs TEVA
+8.3%
-86.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.0% |
| 7D | +1.5% | +1.6% | -0.1% | +1.1% |
| 30D | +1.9% | +4.0% | -2.1% | +0.8% |
| 3M | -3.9% | +10.5% | -14.4% | -6.8% |
| 6M | +5.2% | +18.4% | -13.2% | +0.1% |
| YTD | -32.7% | +17.8% | -50.5% | -36.0% |
| 1Y | -24.8% | +90.5% | -115.3% | -37.6% |
| 3Y | -42.2% | +282.1% | -324.3% | -61.6% |
| 5Y | -92.7% | +291.9% | -384.6% | -95.3% |
| All | -77.8% | +8.3% | -86.1% | -83.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling