-25.0%
TEVA vs BBWI
-55.0%
+30.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.4% | -4.4% | +0.8% |
| 7D | +2.0% | -4.8% | +6.8% | +2.9% |
| 30D | +1.0% | +3.5% | -2.5% | -0.2% |
| 3M | +7.3% | -0.3% | +7.6% | +6.2% |
| 6M | +21.7% | -5.4% | +27.1% | +20.5% |
| YTD | +18.8% | -4.7% | +23.6% | +16.9% |
| 1Y | +86.5% | -30.5% | +117.0% | +93.4% |
| 3Y | +269.4% | -44.3% | +313.7% | +284.8% |
| 5Y | +303.6% | -66.9% | +370.5% | +351.8% |
| All | -25.0% | -55.0% | +30.0% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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