+269.4%
TEVA vs BAH
-27.9%
+297.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +2.0% |
| 7D | +2.0% | +4.3% | -2.3% | +1.9% |
| 30D | +1.0% | -2.5% | +3.4% | +1.1% |
| 3M | +7.3% | -0.9% | +8.3% | +7.5% |
| 6M | +21.7% | +1.5% | +20.3% | +21.6% |
| YTD | +18.8% | -8.0% | +26.8% | +19.1% |
| 1Y | +86.5% | -24.7% | +111.2% | +89.6% |
| 3Y | +269.4% | -28.4% | +297.8% | +290.4% |
| All | +269.4% | -27.9% | +297.3% | +290.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling