+93.3%
SNOW vs TEVA
+280.8%
-187.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.3% | -0.5% |
| 7D | -2.4% | +2.0% | -4.4% | -2.7% |
| 30D | -1.0% | +1.0% | -1.9% | -1.2% |
| 3M | +36.9% | +7.3% | +29.5% | +35.1% |
| 6M | +83.4% | +21.7% | +61.6% | +76.9% |
| YTD | +50.0% | +18.8% | +31.1% | +45.1% |
| 1Y | +46.5% | +86.5% | -40.0% | +30.7% |
| 3Y | +93.3% | +269.4% | -176.1% | +45.5% |
| All | +93.3% | +280.8% | -187.5% | +45.5% |
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 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