+19.1%
TEVA vs SEI
+644.4%
-625.3%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.1% | -3.1% | +1.2% |
| 7D | +2.0% | +22.6% | -20.6% | -1.4% |
| 30D | +1.0% | +9.1% | -8.1% | -0.9% |
| 3M | +7.3% | -11.3% | +18.7% | +7.6% |
| 6M | +21.7% | +22.0% | -0.3% | +14.4% |
| YTD | +18.8% | +47.3% | -28.4% | +7.0% |
| 1Y | +86.5% | +124.8% | -38.3% | +53.0% |
| 3Y | +269.4% | +591.3% | -321.9% | +109.1% |
| 5Y | +303.6% | +1,008.2% | -704.6% | +89.2% |
| All | +19.1% | +644.4% | -625.3% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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