+183.3%
SW vs TEVA
+5.5%
+177.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.2% |
| 7D | +1.8% | +5.6% | -3.8% | +1.3% |
| 30D | +7.0% | +4.5% | +2.5% | +6.6% |
| 3M | -7.6% | +21.5% | -29.2% | -9.2% |
| 6M | +8.5% | +20.3% | -11.7% | +6.6% |
| YTD | +17.7% | +37.7% | -20.0% | +14.1% |
| 1Y | +27.1% | +79.3% | -52.2% | +20.6% |
| 3Y | +48.2% | +390.0% | -341.8% | +30.2% |
| 5Y | -2.3% | +362.0% | -364.4% | -14.8% |
| 10Y | +183.3% | +12.2% | +171.2% | +153.0% |
| All | +183.3% | +5.5% | +177.8% | +153.0% |
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