+392.9%
BAC vs TEVA
-22.9%
+415.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.2% |
| 7D | 0.0% | +2.0% | -2.0% | -0.4% |
| 30D | -2.8% | +1.0% | -3.7% | -3.0% |
| 3M | +14.2% | +7.3% | +6.9% | +12.1% |
| 6M | +30.5% | +21.7% | +8.8% | +24.4% |
| YTD | +15.8% | +18.8% | -3.0% | +10.7% |
| 1Y | +26.2% | +86.5% | -60.3% | +8.8% |
| 3Y | +136.5% | +269.4% | -132.9% | +67.0% |
| 5Y | +75.9% | +303.6% | -227.6% | +17.2% |
| All | +392.9% | -22.9% | +415.8% | +291.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling