+1,726.2%
BE vs TEVA
+280.8%
+1,445.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.0% | +4.6% | +5.8% |
| 7D | +9.0% | +2.0% | +7.0% | +8.2% |
| 30D | +16.3% | +1.0% | +15.3% | +15.8% |
| 3M | +10.8% | +7.3% | +3.5% | +7.2% |
| 6M | +73.2% | +21.7% | +51.5% | +60.7% |
| YTD | +217.4% | +18.8% | +198.5% | +198.2% |
| 1Y | +309.8% | +86.5% | +223.3% | +237.2% |
| 3Y | +1,726.2% | +269.4% | +1,456.7% | +898.1% |
| All | +1,726.2% | +280.8% | +1,445.4% | +898.1% |
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