+18.3%
STM vs TEVA
+300.5%
-282.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.0% | -0.5% | +1.0% |
| 7D | -1.4% | +2.0% | -3.4% | -1.9% |
| 30D | -4.9% | +1.0% | -5.9% | -5.2% |
| 3M | -34.0% | +7.3% | -41.3% | -35.6% |
| 6M | +51.8% | +21.7% | +30.1% | +42.6% |
| YTD | +99.4% | +18.8% | +80.5% | +88.1% |
| 1Y | +99.1% | +86.5% | +12.6% | +65.2% |
| 3Y | +19.5% | +269.4% | -249.9% | -21.4% |
| All | +18.3% | +300.5% | -282.2% | -30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling