+96.8%
TEVA vs SNY
+2.0%
+94.7%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -0.2% | -1.3% | +1.1% | +0.2% |
| 30D | +4.7% | +3.4% | +1.3% | +3.8% |
| 3M | +5.6% | -0.3% | +5.9% | +5.6% |
| 6M | +10.5% | +1.0% | +9.5% | +10.1% |
| YTD | +16.5% | -3.6% | +20.1% | +16.9% |
| 1Y | +96.8% | +3.0% | +93.7% | +87.4% |
| All | +96.8% | +2.0% | +94.7% | +87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 1y: compounded portfolio wealth divided by compounded SNY 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…
1y analysis · Full analysis span regression · 6 months rolling