+907.8%
BX vs TEVA
+17.1%
+890.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.0% | +0.4% | +1.9% |
| 7D | -5.6% | +2.0% | -7.6% | -6.2% |
| 30D | -12.2% | +1.0% | -13.2% | -12.5% |
| 3M | +7.4% | +7.3% | +0.1% | +4.6% |
| 6M | +22.2% | +21.7% | +0.4% | +14.2% |
| YTD | -14.0% | +18.8% | -32.8% | -19.2% |
| 1Y | -27.3% | +86.5% | -113.8% | -40.9% |
| 3Y | +24.5% | +269.4% | -244.9% | -22.1% |
| 5Y | +18.9% | +303.6% | -284.7% | -30.1% |
| 10Y | +665.4% | -22.9% | +688.3% | +611.9% |
| All | +907.8% | +17.1% | +890.7% | +516.9% |
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 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