+86.5%
TEVA vs BAH
-24.0%
+110.5%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +2.0% |
| 7D | +2.0% | +4.3% | -2.3% | +2.1% |
| 30D | +1.0% | -2.5% | +3.4% | +1.0% |
| 3M | +7.3% | -0.9% | +8.3% | +7.8% |
| 6M | +21.7% | +1.5% | +20.3% | +22.2% |
| YTD | +18.8% | -8.0% | +26.8% | +18.7% |
| 1Y | +86.5% | -24.7% | +111.2% | +91.3% |
| All | +86.5% | -24.0% | +110.5% | +91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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