+65.9%
BLK vs TEVA
+280.8%
-214.9%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +1.4% |
| 7D | -3.3% | +2.0% | -5.3% | -3.6% |
| 30D | -6.5% | +1.0% | -7.5% | -6.7% |
| 3M | +6.7% | +7.3% | -0.6% | +5.6% |
| 6M | +14.7% | +21.7% | -7.0% | +11.1% |
| YTD | +2.5% | +18.8% | -16.3% | -0.5% |
| 1Y | -2.8% | +86.5% | -89.2% | -11.2% |
| 3Y | +65.9% | +269.4% | -203.6% | +34.9% |
| All | +65.9% | +280.8% | -214.9% | +34.9% |
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 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