-71.4%
SOUN vs TEVA
+106.6%
-178.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.1% | +5.0% | +4.9% |
| 7D | -2.7% | +4.7% | -7.4% | -3.4% |
| 30D | -26.5% | +5.5% | -32.1% | -27.2% |
| 3M | -33.6% | +21.6% | -55.2% | -35.5% |
| 6M | -54.4% | +18.4% | -72.8% | -55.1% |
| YTD | -56.7% | +34.1% | -90.8% | -59.8% |
| 1Y | -71.4% | +104.5% | -176.0% | -77.4% |
| All | -71.4% | +106.6% | -178.0% | -77.4% |
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