-3.5%
BA vs TEVA
+294.1%
-297.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.3% | -2.1% |
| 7D | -1.2% | -1.7% | +0.5% | -0.8% |
| 30D | -11.3% | +2.0% | -13.3% | -11.7% |
| 3M | -3.8% | +7.0% | -10.7% | -5.5% |
| 6M | -8.3% | +17.0% | -25.2% | -11.9% |
| YTD | -4.9% | +18.1% | -23.0% | -9.0% |
| 1Y | -10.1% | +87.2% | -97.3% | -23.0% |
| 3Y | -2.3% | +283.1% | -285.4% | -33.6% |
| 5Y | -3.5% | +298.4% | -301.9% | -38.8% |
| All | -3.5% | +294.1% | -297.6% | -38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling