-16.2%
BA vs TEVA
+417.4%
-433.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -2.0% | -0.3% |
| 7D | -1.1% | +4.4% | -5.5% | -1.8% |
| 30D | -7.1% | +9.3% | -16.4% | -8.6% |
| 3M | -25.5% | +21.9% | -47.4% | -28.1% |
| 6M | -28.7% | +22.8% | -51.5% | -31.3% |
| YTD | -21.0% | +42.6% | -63.6% | -26.0% |
| 1Y | -11.9% | +74.2% | -86.1% | -20.1% |
| 3Y | -16.2% | +404.5% | -420.7% | -36.5% |
| All | -16.2% | +417.4% | -433.6% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 3y: compounded portfolio wealth divided by compounded TEVA 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…
3y analysis · Full analysis span regression · 6 months rolling