+3,236.5%
TEVA vs STZ
+9,118.3%
-5,881.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.2% | +0.2% |
| 7D | -1.7% | -6.0% | +4.3% | -0.7% |
| 30D | +2.0% | -8.9% | +10.8% | +3.6% |
| 3M | +7.0% | -12.6% | +19.5% | +9.2% |
| 6M | +17.0% | -17.2% | +34.2% | +20.3% |
| YTD | +18.1% | -10.0% | +28.1% | +19.3% |
| 1Y | +87.2% | -14.3% | +101.5% | +90.7% |
| 3Y | +283.1% | -49.9% | +333.0% | +326.2% |
| 5Y | +298.4% | -38.2% | +336.6% | +326.4% |
| 10Y | -23.4% | -12.0% | -11.5% | -23.2% |
| All | +3,236.5% | +9,118.3% | -5,881.8% | +1,886.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling