-67.4%
BAX vs TEVA
+300.5%
-368.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.6% | -1.9% |
| 7D | -7.9% | +2.0% | -9.9% | -8.2% |
| 30D | -11.7% | +1.0% | -12.6% | -11.8% |
| 3M | +16.2% | +7.3% | +8.9% | +14.7% |
| 6M | +32.0% | +21.7% | +10.2% | +27.2% |
| YTD | +24.7% | +18.8% | +5.9% | +20.5% |
| 1Y | -2.6% | +86.5% | -89.1% | -12.7% |
| 3Y | -35.0% | +269.4% | -304.4% | -48.2% |
| All | -67.4% | +300.5% | -368.0% | -74.9% |
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