-57.1%
SOUN vs TEVA
+89.1%
-146.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.4% | -0.7% |
| 7D | -7.1% | +2.0% | -9.1% | -7.5% |
| 30D | -15.4% | +1.0% | -16.4% | -15.6% |
| 3M | -10.6% | +7.3% | -17.9% | -11.4% |
| 6M | -19.6% | +21.7% | -41.4% | -24.8% |
| YTD | -37.2% | +18.8% | -56.1% | -41.3% |
| 1Y | -57.1% | +86.5% | -143.5% | -66.6% |
| All | -57.1% | +89.1% | -146.2% | -66.6% |
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 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