+96.5%
STM vs TEVA
+106.6%
-10.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.1% | -5.9% | -6.0% |
| 7D | -6.0% | +4.7% | -10.7% | -6.7% |
| 30D | -20.9% | +5.5% | -26.5% | -21.6% |
| 3M | -15.8% | +21.6% | -37.3% | -18.4% |
| 6M | -17.0% | +18.4% | -35.4% | -18.4% |
| YTD | +76.8% | +34.1% | +42.7% | +63.5% |
| 1Y | +96.5% | +104.5% | -8.1% | +66.7% |
| All | +96.5% | +106.6% | -10.1% | +66.7% |
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 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