+299.2%
TEVA vs SBAC
-43.5%
+342.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +1.5% |
| 7D | +2.0% | -2.1% | +4.1% | +2.5% |
| 30D | +1.0% | +2.0% | -1.1% | +0.4% |
| 3M | +7.3% | -8.3% | +15.6% | +9.3% |
| 6M | +21.7% | +0.3% | +21.4% | +20.7% |
| YTD | +18.8% | -2.2% | +21.0% | +18.3% |
| 1Y | +86.5% | -4.6% | +91.1% | +86.8% |
| 3Y | +269.4% | -8.3% | +277.7% | +263.8% |
| All | +299.2% | -43.5% | +342.7% | +352.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 5y: compounded portfolio wealth divided by compounded SBAC 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…
5y analysis · Full analysis span regression · 6 months rolling