-25.0%
TEVA vs STZ
-11.3%
-13.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.4% |
| 7D | +2.0% | -4.5% | +6.5% | +3.5% |
| 30D | +1.0% | -8.6% | +9.5% | +4.0% |
| 3M | +7.3% | -13.8% | +21.1% | +12.4% |
| 6M | +21.7% | -17.2% | +38.9% | +28.5% |
| YTD | +18.8% | -9.4% | +28.2% | +20.2% |
| 1Y | +86.5% | -11.9% | +98.3% | +90.2% |
| 3Y | +269.4% | -49.6% | +319.0% | +362.3% |
| 5Y | +303.6% | -37.2% | +340.8% | +354.2% |
| All | -25.0% | -11.3% | -13.6% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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