+3,343.4%
STX vs TEVA
-22.9%
+3,366.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.0% | -5.8% | -4.2% |
| 7D | -2.3% | +2.0% | -4.3% | -2.7% |
| 30D | -5.5% | +1.0% | -6.4% | -5.8% |
| 3M | -4.3% | +7.3% | -11.6% | -6.2% |
| 6M | +115.6% | +21.7% | +93.9% | +105.5% |
| YTD | +202.2% | +18.8% | +183.4% | +189.9% |
| 1Y | +325.3% | +86.5% | +238.8% | +271.1% |
| 3Y | +1,283.9% | +269.4% | +1,014.5% | +920.4% |
| 5Y | +1,048.3% | +303.6% | +744.7% | +711.5% |
| All | +3,343.4% | -22.9% | +3,366.3% | +2,539.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling