+72,989.8%
BBY vs TEVA
+7,037.9%
+65,951.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.0% | +1.0% | +2.6% |
| 7D | +0.6% | +2.0% | -1.4% | +0.2% |
| 30D | +9.4% | +1.0% | +8.4% | +9.2% |
| 3M | +19.3% | +7.3% | +12.0% | +17.2% |
| 6M | +47.9% | +21.7% | +26.2% | +40.7% |
| YTD | +39.6% | +18.8% | +20.7% | +33.1% |
| 1Y | +22.2% | +86.5% | -64.3% | +5.0% |
| 3Y | +45.0% | +269.4% | -224.4% | +4.0% |
| 5Y | +2.6% | +303.6% | -301.0% | -30.0% |
| 10Y | +250.5% | -22.9% | +273.4% | +204.2% |
| All | +72,989.8% | +7,037.9% | +65,951.9% | +26,023.2% |
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