+572.5%
SNPS vs TEVA
-22.9%
+595.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -2.0% | -0.2% |
| 7D | +0.9% | +2.0% | -1.1% | +0.6% |
| 30D | -3.6% | +1.0% | -4.6% | -3.8% |
| 3M | -12.9% | +7.3% | -20.2% | -14.0% |
| 6M | -8.2% | +21.7% | -29.9% | -11.3% |
| YTD | -15.4% | +18.8% | -34.2% | -18.1% |
| 1Y | -9.3% | +86.5% | -95.8% | -18.3% |
| 3Y | -14.0% | +269.4% | -283.4% | -31.5% |
| 5Y | +19.5% | +303.6% | -284.1% | -8.1% |
| All | +572.5% | -22.9% | +595.4% | +458.5% |
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