+326.3%
TEVA vs BAM
+66.2%
+260.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +2.0% | -6.6% | +8.6% | +3.7% |
| 30D | +1.0% | -12.4% | +13.4% | +4.2% |
| 3M | +7.3% | +2.4% | +5.0% | +6.2% |
| 6M | +21.7% | +7.9% | +13.8% | +18.7% |
| YTD | +18.8% | -7.0% | +25.9% | +19.7% |
| 1Y | +86.5% | -13.4% | +99.9% | +91.0% |
| 3Y | +269.4% | +46.9% | +222.6% | +223.2% |
| All | +326.3% | +66.2% | +260.1% | +257.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 10y: compounded portfolio wealth divided by compounded BAM 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…
10y analysis · Full analysis span regression · 6 months rolling