+829.5%
TEVA vs BB
+257.4%
+572.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +1.9% |
| 7D | +2.0% | -0.4% | +2.4% | +2.0% |
| 30D | +1.0% | -12.5% | +13.5% | +2.3% |
| 3M | +7.3% | -17.4% | +24.8% | +8.5% |
| 6M | +21.7% | +119.1% | -97.4% | +9.9% |
| YTD | +18.8% | +102.4% | -83.5% | +8.1% |
| 1Y | +86.5% | +98.2% | -11.7% | +69.3% |
| 3Y | +269.4% | +46.9% | +222.5% | +236.8% |
| 5Y | +303.6% | -26.4% | +330.0% | +285.8% |
| 10Y | -22.9% | +1.3% | -24.3% | -34.1% |
| All | +829.5% | +257.4% | +572.1% | +531.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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