+934.0%
BE vs TEVA
+55.9%
+878.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.7% | -3.4% |
| 7D | +9.7% | -0.7% | +10.5% | +10.2% |
| 30D | +22.4% | -0.4% | +22.7% | +22.5% |
| 3M | +10.4% | +8.2% | +2.1% | +5.6% |
| 6M | +67.9% | +15.3% | +52.5% | +57.3% |
| YTD | +197.5% | +16.5% | +181.0% | +178.7% |
| 1Y | +310.6% | +85.7% | +224.8% | +210.7% |
| 3Y | +1,657.2% | +277.9% | +1,379.4% | +766.7% |
| 5Y | +1,218.2% | +295.5% | +922.6% | +504.5% |
| All | +934.0% | +55.9% | +878.0% | +340.1% |
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 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