+360.5%
BE vs TEVA
+93.8%
+266.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.7% | +8.1% | +7.9% |
| 7D | +20.0% | -0.2% | +20.2% | +19.8% |
| 30D | +7.9% | +4.7% | +3.2% | +3.6% |
| 3M | -13.2% | +5.6% | -18.8% | -17.2% |
| 6M | +53.5% | +10.5% | +43.0% | +39.4% |
| YTD | +191.0% | +16.5% | +174.5% | +159.5% |
| 1Y | +360.5% | +96.8% | +263.8% | +221.7% |
| All | +360.5% | +93.8% | +266.7% | +221.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling