-25.0%
TEVA vs SNY
+64.5%
-89.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | +2.0% | -3.3% | +5.3% | +3.6% |
| 30D | +1.0% | -2.2% | +3.1% | +2.0% |
| 3M | +7.3% | -3.0% | +10.4% | +8.4% |
| 6M | +21.7% | +2.7% | +19.0% | +19.7% |
| YTD | +18.8% | -6.8% | +25.7% | +22.0% |
| 1Y | +86.5% | -5.3% | +91.7% | +89.0% |
| 3Y | +269.4% | -9.8% | +279.2% | +272.5% |
| 5Y | +303.6% | +9.7% | +293.9% | +255.9% |
| All | -25.0% | +64.5% | -89.5% | -47.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling