+45.0%
BBY vs TEVA
+280.8%
-235.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.0% | +1.0% | +2.8% |
| 7D | +0.6% | +2.0% | -1.4% | +0.3% |
| 30D | +9.4% | +1.0% | +8.4% | +9.2% |
| 3M | +19.3% | +7.3% | +12.0% | +18.0% |
| 6M | +47.9% | +21.7% | +26.2% | +43.0% |
| YTD | +39.6% | +18.8% | +20.7% | +35.1% |
| 1Y | +22.2% | +86.5% | -64.3% | +9.0% |
| 3Y | +45.0% | +269.4% | -224.4% | +16.4% |
| All | +45.0% | +280.8% | -235.8% | +16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling