+17.7%
STM vs TEVA
+273.2%
-255.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.3% |
| 7D | -1.1% | -0.7% | -0.3% | -0.9% |
| 30D | -7.8% | -0.4% | -7.5% | -7.8% |
| 3M | -28.2% | +8.2% | -36.4% | -29.8% |
| 6M | +52.0% | +15.3% | +36.7% | +45.4% |
| YTD | +96.4% | +16.5% | +79.9% | +87.1% |
| 1Y | +98.8% | +85.7% | +13.1% | +68.2% |
| All | +17.7% | +273.2% | -255.5% | -14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling