-50.3%
SWKS vs TEVA
+294.1%
-344.4%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | +6.8% | -1.7% | +8.5% | +7.2% |
| 30D | +11.3% | +2.0% | +9.3% | +10.8% |
| 3M | +4.1% | +7.0% | -2.9% | +2.2% |
| 6M | +39.7% | +17.0% | +22.7% | +33.6% |
| YTD | +23.2% | +18.1% | +5.1% | +17.2% |
| 1Y | +5.3% | +87.2% | -82.0% | -10.9% |
| 3Y | -15.1% | +283.1% | -298.2% | -42.9% |
| 5Y | -50.3% | +298.4% | -348.7% | -68.9% |
| All | -50.3% | +294.1% | -344.4% | -68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling