+134.2%
BP vs TEVA
-22.9%
+157.1%
-63.9%
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 | +5.2% | +2.0% | +3.2% | +4.9% |
| 30D | +8.7% | +1.0% | +7.8% | +8.4% |
| 3M | +9.3% | +7.3% | +2.0% | +7.7% |
| 6M | +13.6% | +21.7% | -8.2% | +8.9% |
| YTD | +37.7% | +18.8% | +18.8% | +32.3% |
| 1Y | +40.6% | +86.5% | -45.8% | +23.7% |
| 3Y | +40.3% | +269.4% | -229.1% | +3.9% |
| 5Y | +141.4% | +303.6% | -162.2% | +69.5% |
| All | +134.2% | -22.9% | +157.1% | +71.2% |
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