+63.0%
BROS vs TEVA
+280.8%
-217.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -1.0% | +0.7% |
| 7D | -5.8% | +2.0% | -7.8% | -6.1% |
| 30D | -14.0% | +1.0% | -14.9% | -14.1% |
| 3M | -32.5% | +7.3% | -39.8% | -33.6% |
| 6M | -14.9% | +21.7% | -36.6% | -18.7% |
| YTD | -28.3% | +18.8% | -47.1% | -31.3% |
| 1Y | -34.0% | +86.5% | -120.5% | -42.4% |
| 3Y | +63.0% | +269.4% | -206.5% | +19.5% |
| All | +63.0% | +280.8% | -217.8% | +19.5% |
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 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