+265.2%
SU vs TEVA
-22.9%
+288.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.2% | -0.6% |
| 7D | +2.2% | +2.0% | +0.2% | +1.8% |
| 30D | +8.4% | +1.0% | +7.5% | +8.1% |
| 3M | +12.1% | +7.3% | +4.8% | +10.1% |
| 6M | +19.7% | +21.7% | -2.1% | +13.8% |
| YTD | +58.4% | +18.8% | +39.6% | +51.2% |
| 1Y | +67.2% | +86.5% | -19.2% | +44.2% |
| 3Y | +125.0% | +269.4% | -144.4% | +58.6% |
| 5Y | +355.1% | +303.6% | +51.5% | +201.8% |
| All | +265.2% | -22.9% | +288.1% | +141.7% |
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