+22,282.0%
SYK vs TEVA
+6,895.5%
+15,386.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.7% |
| 7D | -12.3% | -0.7% | -11.6% | -12.2% |
| 30D | -22.4% | -0.4% | -22.1% | -22.4% |
| 3M | -12.3% | +8.2% | -20.6% | -13.7% |
| 6M | -24.3% | +15.3% | -39.6% | -26.5% |
| YTD | -22.8% | +16.5% | -39.2% | -25.1% |
| 1Y | -28.8% | +85.7% | -114.5% | -36.7% |
| 3Y | -4.0% | +277.9% | -281.8% | -26.8% |
| 5Y | +3.8% | +295.5% | -291.7% | -23.4% |
| 10Y | +172.8% | -24.5% | +197.3% | +142.5% |
| All | +22,282.0% | +6,895.5% | +15,386.5% | +8,900.3% |
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