-25.0%
TEVA vs SPY
+322.5%
-347.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.2% | +1.2% |
| 7D | +2.0% | -0.8% | +2.8% | +2.8% |
| 30D | +1.0% | -1.1% | +2.0% | +2.0% |
| 3M | +7.3% | +3.9% | +3.5% | +2.7% |
| 6M | +21.7% | +13.6% | +8.1% | +6.2% |
| YTD | +18.8% | +12.7% | +6.2% | +4.5% |
| 1Y | +86.5% | +17.5% | +69.0% | +57.0% |
| 3Y | +269.4% | +76.9% | +192.5% | +99.1% |
| 5Y | +303.6% | +83.6% | +220.0% | +107.3% |
| All | -25.0% | +322.5% | -347.4% | -84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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