-8.5%
BX vs TEVA
+106.6%
-115.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.1% | +6.4% | +6.3% |
| 7D | +8.3% | +4.7% | +3.6% | +7.5% |
| 30D | +13.5% | +5.5% | +8.0% | +12.6% |
| 3M | -7.6% | +21.6% | -29.2% | -10.2% |
| 6M | +4.0% | +18.4% | -14.3% | +1.3% |
| YTD | -15.2% | +34.1% | -49.3% | -19.1% |
| 1Y | -8.5% | +104.5% | -113.0% | -15.4% |
| All | -8.5% | +106.6% | -115.0% | -15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling