+86.5%
TEVA vs STZ
-11.8%
+98.3%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.1% |
| 7D | +2.0% | -4.5% | +6.5% | +2.2% |
| 30D | +1.0% | -8.6% | +9.5% | +1.4% |
| 3M | +7.3% | -13.8% | +21.1% | +8.3% |
| 6M | +21.7% | -17.2% | +38.9% | +22.8% |
| YTD | +18.8% | -9.4% | +28.2% | +14.4% |
| 1Y | +86.5% | -11.9% | +98.3% | +77.9% |
| All | +86.5% | -11.8% | +98.3% | +77.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling