+6,844.0%
TEVA vs STT
+7,281.8%
-437.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -1.7% | +1.0% | -2.7% | -2.0% |
| 30D | +2.0% | +2.8% | -0.8% | +1.2% |
| 3M | +7.0% | +18.1% | -11.2% | +2.5% |
| 6M | +17.0% | +59.2% | -42.2% | +4.3% |
| YTD | +18.1% | +51.5% | -33.4% | +6.4% |
| 1Y | +87.2% | +75.7% | +11.6% | +62.8% |
| 3Y | +283.1% | +200.8% | +82.3% | +191.1% |
| 5Y | +298.4% | +155.8% | +142.6% | +210.3% |
| 10Y | -23.4% | +266.4% | -289.8% | -45.2% |
| All | +6,844.0% | +7,281.8% | -437.8% | +1,726.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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