+406.7%
BNY vs TEVA
-22.9%
+429.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.3% |
| 7D | -1.3% | +2.0% | -3.3% | -1.7% |
| 30D | -0.2% | +1.0% | -1.1% | -0.4% |
| 3M | +14.9% | +7.3% | +7.6% | +13.1% |
| 6M | +40.0% | +21.7% | +18.3% | +34.1% |
| YTD | +42.0% | +18.8% | +23.1% | +36.4% |
| 1Y | +56.9% | +86.5% | -29.6% | +37.8% |
| 3Y | +289.9% | +269.4% | +20.4% | +189.1% |
| 5Y | +259.2% | +303.6% | -44.4% | +153.7% |
| All | +406.7% | -22.9% | +429.6% | +302.9% |
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 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