-15.4%
SWKS vs TEVA
+277.4%
-292.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.7% |
| 7D | +11.8% | +1.6% | +10.2% | +11.6% |
| 30D | +6.7% | +4.0% | +2.8% | +6.1% |
| 3M | 0.0% | +10.5% | -10.5% | -1.8% |
| 6M | +38.7% | +18.4% | +20.3% | +33.8% |
| YTD | +21.4% | +17.8% | +3.6% | +16.8% |
| 1Y | +2.9% | +90.5% | -87.6% | -10.4% |
| All | -15.4% | +277.4% | -292.8% | -34.8% |
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