+299.2%
TEVA vs SFM
+213.6%
+85.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.3% | +2.0% |
| 7D | +2.0% | -10.6% | +12.6% | +2.8% |
| 30D | +1.0% | -15.5% | +16.4% | +2.1% |
| 3M | +7.3% | -17.4% | +24.8% | +8.6% |
| 6M | +21.7% | -3.4% | +25.2% | +21.6% |
| YTD | +18.8% | -8.7% | +27.5% | +19.1% |
| 1Y | +86.5% | -47.2% | +133.6% | +97.8% |
| 3Y | +269.4% | +82.7% | +186.7% | +222.5% |
| All | +299.2% | +213.6% | +85.6% | +237.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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