-10.6%
BITO vs TEVA
+268.0%
-278.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.5% |
| 7D | -3.4% | +2.0% | -5.5% | -3.9% |
| 30D | +21.4% | +1.0% | +20.5% | +21.1% |
| 3M | +20.5% | +7.3% | +13.2% | +18.1% |
| 6M | +7.4% | +21.7% | -14.3% | +1.8% |
| YTD | -13.9% | +18.8% | -32.7% | -18.0% |
| 1Y | -35.1% | +86.5% | -121.5% | -44.7% |
| 3Y | +156.8% | +269.4% | -112.6% | +70.1% |
| All | -10.6% | +268.0% | -278.5% | -44.9% |
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