-25.0%
TEVA vs SM
+23.0%
-47.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | +2.0% | +4.6% | -2.5% | +1.3% |
| 30D | +1.0% | +18.2% | -17.3% | -1.6% |
| 3M | +7.3% | +22.5% | -15.2% | +3.7% |
| 6M | +21.7% | +50.6% | -28.8% | +13.0% |
| YTD | +18.8% | +108.1% | -89.3% | +4.5% |
| 1Y | +86.5% | +46.0% | +40.5% | +72.1% |
| 3Y | +269.4% | +2.9% | +266.6% | +248.2% |
| 5Y | +303.6% | +112.6% | +191.0% | +227.2% |
| All | -25.0% | +23.0% | -47.9% | -54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling