+38.1%
SOXX vs TEVA
+77.2%
-39.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.0% | +1.5% | +3.2% |
| 7D | -13.1% | +1.2% | -14.4% | -13.3% |
| 30D | -29.7% | +8.8% | -38.5% | -30.6% |
| 3M | -23.0% | +22.4% | -45.4% | -25.5% |
| 6M | -19.1% | +17.3% | -36.4% | -19.5% |
| YTD | +36.2% | +36.5% | -0.3% | +25.8% |
| 1Y | +38.1% | +74.2% | -36.1% | +13.4% |
| All | +38.1% | +77.2% | -39.1% | +13.4% |
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