+99.6%
STM vs TEVA
+93.8%
+5.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.0% |
| 7D | +5.8% | -0.2% | +6.0% | +5.8% |
| 30D | -1.0% | +4.7% | -5.7% | -1.7% |
| 3M | -33.3% | +5.6% | -38.9% | -33.4% |
| 6M | +57.4% | +10.5% | +46.9% | +52.1% |
| YTD | +102.2% | +16.5% | +85.7% | +92.6% |
| 1Y | +99.6% | +96.8% | +2.8% | +79.0% |
| All | +99.6% | +93.8% | +5.8% | +79.0% |
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