+1,642.4%
TEVA vs SPY
+3,067.3%
-1,424.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.2% | +1.4% |
| 7D | +2.0% | -0.8% | +2.8% | +2.6% |
| 30D | +1.0% | -1.1% | +2.0% | +1.7% |
| 3M | +7.3% | +3.9% | +3.5% | +4.2% |
| 6M | +21.7% | +13.6% | +8.1% | +11.0% |
| YTD | +18.8% | +12.7% | +6.2% | +9.0% |
| 1Y | +86.5% | +17.5% | +69.0% | +66.2% |
| 3Y | +269.4% | +76.9% | +192.5% | +146.9% |
| 5Y | +303.6% | +83.6% | +220.0% | +164.0% |
| 10Y | -22.9% | +320.7% | -343.6% | -69.3% |
| All | +1,642.4% | +3,067.3% | -1,424.9% | +78.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling