+2,254.2%
STM vs TEVA
+1,604.7%
+649.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.1% | -0.9% |
| 7D | +1.7% | -1.7% | +3.4% | +2.2% |
| 30D | -5.2% | +2.0% | -7.1% | -5.8% |
| 3M | -29.6% | +7.0% | -36.6% | -31.7% |
| 6M | +54.4% | +17.0% | +37.4% | +45.1% |
| YTD | +99.5% | +18.1% | +81.4% | +86.8% |
| 1Y | +100.8% | +87.2% | +13.5% | +61.1% |
| 3Y | +20.2% | +283.1% | -262.9% | -26.6% |
| 5Y | +21.1% | +298.4% | -277.2% | -30.2% |
| 10Y | +664.5% | -23.4% | +688.0% | +543.7% |
| All | +2,254.2% | +1,604.7% | +649.6% | +736.9% |
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