+13,054.8%
SPGI vs TEVA
+6,991.7%
+6,063.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.6% |
| 7D | -3.1% | -1.7% | -1.4% | -2.9% |
| 30D | +2.0% | +2.0% | +0.1% | +1.7% |
| 3M | +4.3% | +7.0% | -2.6% | +3.0% |
| 6M | -0.2% | +17.0% | -17.2% | -3.0% |
| YTD | -14.8% | +18.1% | -32.9% | -17.4% |
| 1Y | -18.5% | +87.2% | -105.8% | -26.5% |
| 3Y | +16.0% | +283.1% | -267.1% | -8.2% |
| 5Y | +2.2% | +298.4% | -296.2% | -21.4% |
| 10Y | +296.4% | -23.4% | +319.9% | +255.4% |
| All | +13,054.8% | +6,991.7% | +6,063.1% | +8,383.5% |
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