-25.0%
TEVA vs SPG
+64.5%
-89.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +2.0% | +2.0% |
| 7D | +2.0% | -1.2% | +3.2% | +2.4% |
| 30D | +1.0% | -6.1% | +7.1% | +3.1% |
| 3M | +7.3% | -3.6% | +11.0% | +8.6% |
| 6M | +21.7% | +10.4% | +11.3% | +17.4% |
| YTD | +18.8% | +14.4% | +4.5% | +13.1% |
| 1Y | +86.5% | +16.5% | +69.9% | +76.1% |
| 3Y | +269.4% | +106.8% | +162.6% | +182.7% |
| 5Y | +303.6% | +108.9% | +194.7% | +204.3% |
| All | -25.0% | +64.5% | -89.4% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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