-4.0%
SYK vs TEVA
+81.5%
-85.5%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.1% | +9.5% | +9.4% |
| 7D | +11.7% | +4.7% | +7.0% | +10.6% |
| 30D | +19.1% | +5.5% | +13.6% | +17.6% |
| 3M | +1.4% | +21.6% | -20.1% | -2.9% |
| 6M | +17.4% | +18.4% | -0.9% | +12.4% |
| YTD | -2.5% | +34.1% | -36.6% | -10.2% |
| All | -4.0% | +81.5% | -85.5% | -12.9% |
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 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