-49.3%
SOUN vs TEVA
+93.8%
-143.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -5.2% | -0.2% | -5.0% | -5.2% |
| 30D | +4.8% | +4.7% | +0.1% | +3.8% |
| 3M | -15.9% | +5.6% | -21.5% | -16.6% |
| 6M | -17.4% | +10.5% | -27.9% | -20.7% |
| YTD | -32.4% | +16.5% | -48.9% | -36.9% |
| 1Y | -49.3% | +96.8% | -146.0% | -63.2% |
| All | -49.3% | +93.8% | -143.1% | -63.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling