-16.5%
SOUN vs TEVA
+309.8%
-326.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.4% | -0.9% |
| 7D | -7.1% | +2.0% | -9.1% | -7.7% |
| 30D | -15.4% | +1.0% | -16.4% | -15.7% |
| 3M | -10.6% | +7.3% | -17.9% | -13.0% |
| 6M | -19.6% | +21.7% | -41.4% | -25.3% |
| YTD | -37.2% | +18.8% | -56.1% | -41.5% |
| 1Y | -57.1% | +86.5% | -143.5% | -65.6% |
| 3Y | +178.2% | +269.4% | -91.2% | +99.0% |
| All | -16.5% | +309.8% | -326.4% | -35.7% |
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