+86.5%
TEVA vs SAN
+51.4%
+35.0%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.3% | -0.2% | +1.4% |
| 7D | +2.0% | +0.2% | +1.8% | +1.9% |
| 30D | +1.0% | +0.9% | 0.0% | +0.6% |
| 3M | +7.3% | +19.1% | -11.8% | +0.5% |
| 6M | +21.7% | +33.2% | -11.5% | +8.8% |
| YTD | +18.8% | +29.1% | -10.3% | +3.5% |
| 1Y | +86.5% | +50.2% | +36.2% | +44.2% |
| All | +86.5% | +51.4% | +35.0% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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