-2.9%
BA vs TEVA
+273.2%
-276.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.6% |
| 7D | -2.7% | -0.7% | -2.0% | -2.6% |
| 30D | -12.2% | -0.4% | -11.8% | -12.2% |
| 3M | -2.0% | +8.2% | -10.3% | -3.5% |
| 6M | -6.0% | +15.3% | -21.3% | -8.5% |
| YTD | -5.7% | +16.5% | -22.1% | -8.5% |
| 1Y | -10.0% | +85.7% | -95.7% | -19.5% |
| All | -2.9% | +273.2% | -276.1% | -27.4% |
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