+269.4%
TEVA vs SAN
+352.3%
-82.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +1.7% |
| 6M | +21.7% | +33.2% | -11.5% | +11.4% |
| YTD | +18.8% | +29.1% | -10.3% | +8.8% |
| 1Y | +86.5% | +50.2% | +36.2% | +63.6% |
| 3Y | +269.4% | +351.0% | -81.6% | +130.9% |
| All | +269.4% | +352.3% | -82.9% | +130.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling