+821.5%
BAX vs TEVA
+6,991.7%
-6,170.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -1.9% |
| 7D | -5.1% | -1.7% | -3.4% | -4.9% |
| 30D | -12.2% | +2.0% | -14.1% | -12.4% |
| 3M | +21.8% | +7.0% | +14.8% | +20.6% |
| 6M | +36.3% | +17.0% | +19.3% | +33.1% |
| YTD | +27.8% | +18.1% | +9.7% | +24.6% |
| 1Y | -0.1% | +87.2% | -87.3% | -8.5% |
| 3Y | -33.3% | +283.1% | -316.4% | -45.1% |
| 5Y | -67.1% | +298.4% | -365.5% | -73.6% |
| 10Y | -36.9% | -23.4% | -13.5% | -42.0% |
| All | +821.5% | +6,991.7% | -6,170.2% | +411.7% |
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