+365.4%
STX vs TEVA
+93.8%
+271.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.7% | +7.1% | +6.6% |
| 7D | +2.4% | -0.2% | +2.6% | +2.4% |
| 30D | +1.4% | +4.7% | -3.3% | -0.7% |
| 3M | -8.2% | +5.6% | -13.8% | -10.8% |
| 6M | +127.0% | +10.5% | +116.5% | +112.9% |
| YTD | +209.1% | +16.5% | +192.6% | +184.4% |
| 1Y | +365.4% | +96.8% | +268.7% | +261.0% |
| All | +365.4% | +93.8% | +271.6% | +261.0% |
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