-13.2%
TEVA vs BAH
+925.2%
-938.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.8% | -6.2% | -2.3% |
| 7D | -0.7% | +2.4% | -3.2% | -1.2% |
| 30D | -0.4% | -2.9% | +2.6% | +0.1% |
| 3M | +8.2% | -1.3% | +9.6% | +8.0% |
| 6M | +15.3% | -0.9% | +16.2% | +14.5% |
| YTD | +16.5% | -8.2% | +24.7% | +16.4% |
| 1Y | +85.7% | -24.0% | +109.7% | +93.0% |
| 3Y | +277.9% | -28.1% | +306.0% | +284.0% |
| 5Y | +295.5% | +2.5% | +293.0% | +261.4% |
| 10Y | -24.5% | +205.5% | -230.0% | -47.4% |
| All | -13.2% | +925.2% | -938.4% | -59.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling