+8,007.1%
SWKS vs TEVA
+6,897.5%
+1,109.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.7% |
| 7D | +12.5% | -0.2% | +12.7% | +12.6% |
| 30D | +10.5% | +4.7% | +5.8% | +9.1% |
| 3M | -7.4% | +5.6% | -13.0% | -9.2% |
| 6M | +32.7% | +10.5% | +22.2% | +27.7% |
| YTD | +19.2% | +16.5% | +2.7% | +12.8% |
| 1Y | +2.4% | +96.8% | -94.4% | -16.2% |
| 3Y | -25.6% | +269.5% | -295.1% | -50.6% |
| 5Y | -53.4% | +283.5% | -337.0% | -70.4% |
| 10Y | +23.2% | -25.9% | +49.1% | +5.3% |
| All | +8,007.1% | +6,897.5% | +1,109.7% | +2,844.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling