+17.0%
TEVA vs SM
+46.5%
-29.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.3% | +0.3% |
| 7D | -1.7% | -0.2% | -1.5% | -1.7% |
| 30D | +2.0% | +20.3% | -18.3% | +3.2% |
| 3M | +7.0% | +22.9% | -16.0% | +8.2% |
| 6M | +17.0% | +47.8% | -30.8% | +23.4% |
| All | +17.0% | +46.5% | -29.5% | +23.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling