+11.6%
SWKS vs TEVA
+407.6%
-396.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +2.6% |
| 7D | +10.9% | +4.5% | +6.4% | +10.1% |
| 30D | +17.6% | +5.8% | +11.8% | +16.5% |
| 3M | +29.2% | +18.8% | +10.4% | +25.5% |
| 6M | +37.0% | +21.9% | +15.1% | +32.2% |
| YTD | +44.9% | +39.9% | +5.1% | +35.3% |
| 1Y | +33.8% | +69.0% | -35.2% | +20.0% |
| All | +11.6% | +407.6% | -396.0% | -17.0% |
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 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