+1,397.0%
BP vs TEVA
+6,991.8%
-5,594.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.5% | +1.7% |
| 7D | +4.0% | -1.7% | +5.7% | +4.2% |
| 30D | +7.8% | +2.0% | +5.9% | +7.5% |
| 3M | +8.4% | +7.0% | +1.4% | +7.1% |
| 6M | +15.1% | +17.0% | -1.9% | +11.7% |
| YTD | +36.4% | +18.1% | +18.3% | +32.1% |
| 1Y | +40.9% | +87.2% | -46.3% | +26.7% |
| 3Y | +38.8% | +283.1% | -244.2% | +9.0% |
| 5Y | +141.1% | +298.4% | -157.3% | +83.8% |
| 10Y | +133.9% | -23.4% | +157.3% | +105.8% |
| All | +1,397.0% | +6,991.8% | -5,594.8% | +911.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling