+4,943.4%
SNPS vs TEVA
+3,355.2%
+1,588.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.3% |
| 7D | -4.6% | -0.7% | -3.9% | -4.5% |
| 30D | -3.3% | -0.4% | -3.0% | -3.3% |
| 3M | -13.8% | +8.2% | -22.0% | -15.3% |
| 6M | -8.2% | +15.3% | -23.5% | -11.2% |
| YTD | -15.4% | +16.5% | -31.9% | -18.6% |
| 1Y | +2.4% | +85.7% | -83.3% | -10.2% |
| 3Y | -13.5% | +277.9% | -291.4% | -35.5% |
| 5Y | +19.5% | +295.5% | -276.1% | -14.2% |
| 10Y | +581.0% | -24.5% | +605.5% | +505.5% |
| All | +4,943.4% | +3,355.2% | +1,588.3% | +1,984.6% |
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