+1,452.9%
BA vs TEVA
+8,464.0%
-7,011.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -2.0% | -0.4% |
| 7D | -1.1% | +4.4% | -5.5% | -1.9% |
| 30D | -7.1% | +9.3% | -16.4% | -8.8% |
| 3M | -25.5% | +21.9% | -47.4% | -28.5% |
| 6M | -28.7% | +22.8% | -51.5% | -31.8% |
| YTD | -21.0% | +42.6% | -63.6% | -26.9% |
| 1Y | -11.9% | +74.2% | -86.1% | -21.6% |
| 3Y | -16.2% | +404.5% | -420.7% | -41.4% |
| 5Y | -22.4% | +367.9% | -390.3% | -46.2% |
| 10Y | +24.5% | +14.2% | +10.3% | +0.6% |
| All | +1,452.9% | +8,464.0% | -7,011.1% | +671.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling