+282.9%
SPGI vs TEVA
-22.9%
+305.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -2.0% | -0.2% |
| 7D | -7.4% | +2.0% | -9.4% | -7.6% |
| 30D | +0.4% | +1.0% | -0.6% | +0.2% |
| 3M | +5.3% | +7.3% | -2.1% | +4.0% |
| 6M | +1.7% | +21.7% | -20.1% | -1.5% |
| YTD | -16.4% | +18.8% | -35.2% | -18.8% |
| 1Y | -20.5% | +86.5% | -107.0% | -27.9% |
| 3Y | +14.2% | +269.4% | -255.2% | -8.9% |
| 5Y | +0.6% | +303.6% | -303.0% | -22.7% |
| All | +282.9% | -22.9% | +305.8% | +206.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling