+325.3%
STX vs TEVA
+89.1%
+236.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.0% | -5.8% | -4.5% |
| 7D | -2.3% | +2.0% | -4.3% | -3.0% |
| 30D | -5.5% | +1.0% | -6.4% | -6.0% |
| 3M | -4.3% | +7.3% | -11.6% | -7.5% |
| 6M | +115.6% | +21.7% | +93.9% | +93.0% |
| YTD | +202.2% | +18.8% | +183.4% | +175.8% |
| 1Y | +325.3% | +86.5% | +238.8% | +228.9% |
| All | +325.3% | +89.1% | +236.2% | +228.9% |
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 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