+50.8%
SWKS vs TEVA
+15.4%
+35.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.5% |
| 7D | +9.4% | +4.4% | +5.0% | +8.4% |
| 30D | +17.0% | +9.3% | +7.7% | +14.7% |
| 3M | +28.9% | +21.9% | +7.1% | +23.2% |
| 6M | +33.1% | +22.8% | +10.4% | +26.3% |
| YTD | +44.8% | +42.6% | +2.2% | +31.9% |
| 1Y | +36.2% | +74.2% | -38.0% | +18.5% |
| 3Y | +11.5% | +404.5% | -393.0% | -27.0% |
| 5Y | -37.1% | +367.9% | -405.0% | -59.3% |
| All | +50.8% | +15.4% | +35.4% | +0.7% |
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