+60.5%
SWKS vs TEVA
-22.9%
+83.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.0% | +3.1% | +4.7% |
| 7D | +19.4% | +2.0% | +17.4% | +18.8% |
| 30D | +26.8% | +1.0% | +25.8% | +26.5% |
| 3M | +21.5% | +7.3% | +14.2% | +19.1% |
| 6M | +61.0% | +21.7% | +39.3% | +52.7% |
| YTD | +42.2% | +18.8% | +23.4% | +35.2% |
| 1Y | +22.1% | +86.5% | -64.3% | +4.1% |
| 3Y | -0.9% | +269.4% | -270.3% | -30.3% |
| 5Y | -42.6% | +303.6% | -346.2% | -61.7% |
| All | +60.5% | -22.9% | +83.4% | +28.5% |
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