+120.2%
BKR vs TEVA
-22.9%
+143.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -1.0% |
| 7D | -7.0% | +2.0% | -9.0% | -7.4% |
| 30D | -8.1% | +1.0% | -9.1% | -8.3% |
| 3M | -6.6% | +7.3% | -13.9% | -8.4% |
| 6M | +0.9% | +21.7% | -20.9% | -4.2% |
| YTD | +31.1% | +18.8% | +12.3% | +25.0% |
| 1Y | +27.7% | +86.5% | -58.8% | +9.2% |
| 3Y | +71.2% | +269.4% | -198.2% | +18.5% |
| 5Y | +177.6% | +303.6% | -126.0% | +81.2% |
| All | +120.2% | -22.9% | +143.1% | +43.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling