+125.0%
SU vs TEVA
+280.8%
-155.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.2% | -0.3% |
| 7D | +2.2% | +2.0% | +0.2% | +2.1% |
| 30D | +8.4% | +1.0% | +7.5% | +8.4% |
| 3M | +12.1% | +7.3% | +4.8% | +11.5% |
| 6M | +19.7% | +21.7% | -2.1% | +17.8% |
| YTD | +58.4% | +18.8% | +39.6% | +56.1% |
| 1Y | +67.2% | +86.5% | -19.2% | +58.7% |
| 3Y | +125.0% | +269.4% | -144.4% | +97.4% |
| All | +125.0% | +280.8% | -155.8% | +97.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling