+16,706.2%
STX vs TEVA
+148.5%
+16,557.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.3% | -2.1% |
| 7D | +9.6% | -1.7% | +11.3% | +10.1% |
| 30D | +10.6% | +2.0% | +8.6% | +9.9% |
| 3M | +4.8% | +7.0% | -2.2% | +2.2% |
| 6M | +137.3% | +17.0% | +120.3% | +125.2% |
| YTD | +222.5% | +18.1% | +204.4% | +205.9% |
| 1Y | +366.2% | +87.2% | +279.0% | +287.9% |
| 3Y | +1,352.9% | +283.1% | +1,069.8% | +844.4% |
| 5Y | +1,077.4% | +298.4% | +779.1% | +628.0% |
| 10Y | +3,621.5% | -23.4% | +3,644.9% | +3,323.8% |
| All | +16,706.2% | +148.5% | +16,557.7% | +7,740.3% |
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