+20.5%
BMY vs TEVA
+280.8%
-260.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.4% |
| 7D | -4.8% | +2.0% | -6.8% | -5.0% |
| 30D | -0.1% | +1.0% | -1.0% | -0.2% |
| 3M | +13.1% | +7.3% | +5.8% | +11.9% |
| 6M | +8.4% | +21.7% | -13.3% | +5.4% |
| YTD | +22.0% | +18.8% | +3.1% | +18.9% |
| 1Y | +40.3% | +86.5% | -46.2% | +30.0% |
| 3Y | +20.5% | +269.4% | -248.9% | +4.0% |
| All | +20.5% | +280.8% | -260.3% | +4.0% |
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