+5,992.2%
SO vs TEVA
+6,991.7%
-999.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -1.0% | -0.7% |
| 7D | 0.0% | -1.7% | +1.7% | +0.1% |
| 30D | -2.5% | +2.0% | -4.5% | -2.6% |
| 3M | -4.2% | +7.0% | -11.1% | -4.6% |
| 6M | -7.7% | +17.0% | -24.6% | -8.6% |
| YTD | +3.8% | +18.1% | -14.3% | +2.6% |
| 1Y | +0.1% | +87.2% | -87.2% | -3.7% |
| 3Y | +44.2% | +283.1% | -238.8% | +32.0% |
| 5Y | +57.9% | +298.4% | -240.5% | +42.8% |
| 10Y | +162.0% | -23.4% | +185.4% | +149.6% |
| All | +5,992.2% | +6,991.7% | -999.5% | +4,977.1% |
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