+272.2%
TEVA vs S
-57.7%
+330.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.2% | +0.2% |
| 7D | -1.7% | -1.2% | -0.5% | -1.6% |
| 30D | +2.0% | -12.6% | +14.5% | +3.2% |
| 3M | +7.0% | +27.6% | -20.6% | +3.6% |
| 6M | +17.0% | +35.5% | -18.5% | +12.0% |
| YTD | +18.1% | +29.6% | -11.5% | +13.3% |
| 1Y | +87.2% | +8.1% | +79.1% | +82.9% |
| 3Y | +283.1% | +14.8% | +268.3% | +261.7% |
| 5Y | +298.4% | -70.6% | +368.9% | +293.2% |
| All | +272.2% | -57.7% | +330.0% | +258.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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