-22.3%
SYK vs TEVA
+93.8%
-116.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.5% |
| 7D | -8.3% | -0.2% | -8.1% | -8.3% |
| 30D | -10.1% | +4.7% | -14.8% | -10.6% |
| 3M | +0.9% | +5.6% | -4.7% | -0.1% |
| 6M | -20.2% | +10.5% | -30.7% | -21.8% |
| YTD | -13.3% | +16.5% | -29.8% | -15.2% |
| 1Y | -22.3% | +96.8% | -119.1% | -24.4% |
| All | -22.3% | +93.8% | -116.2% | -24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling