+2,002.1%
TEVA vs SM
+1,680.5%
+321.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.3% | +0.2% |
| 7D | -1.7% | -0.2% | -1.5% | -1.7% |
| 30D | +2.0% | +20.3% | -18.3% | -0.3% |
| 3M | +7.0% | +22.9% | -16.0% | +4.0% |
| 6M | +17.0% | +47.8% | -30.8% | +10.5% |
| YTD | +18.1% | +107.5% | -89.4% | +6.8% |
| 1Y | +87.2% | +51.7% | +35.5% | +74.9% |
| 3Y | +283.1% | -0.9% | +283.9% | +267.5% |
| 5Y | +298.4% | +112.2% | +186.1% | +239.9% |
| 10Y | -23.4% | +20.3% | -43.8% | -45.9% |
| All | +2,002.1% | +1,680.5% | +321.6% | +888.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling