+4,439.5%
SYY vs TEVA
+7,037.9%
-2,598.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +0.8% |
| 7D | +3.9% | +2.0% | +1.9% | +3.7% |
| 30D | -1.7% | +1.0% | -2.7% | -1.9% |
| 3M | +5.2% | +7.3% | -2.1% | +4.0% |
| 6M | -0.2% | +21.7% | -21.9% | -3.1% |
| YTD | +15.4% | +18.8% | -3.5% | +12.3% |
| 1Y | +5.6% | +86.5% | -80.9% | -3.5% |
| 3Y | +28.9% | +269.4% | -240.5% | +4.8% |
| 5Y | +24.1% | +303.6% | -279.5% | -2.3% |
| 10Y | +116.2% | -22.9% | +139.2% | +93.4% |
| All | +4,439.5% | +7,037.9% | -2,598.4% | +2,263.1% |
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