+269.4%
TEVA vs BBWI
-45.3%
+314.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.4% | -4.4% | +1.3% |
| 7D | +2.0% | -4.8% | +6.8% | +2.5% |
| 30D | +1.0% | +3.5% | -2.5% | +0.3% |
| 3M | +7.3% | -0.3% | +7.6% | +6.6% |
| 6M | +21.7% | -5.4% | +27.1% | +21.1% |
| YTD | +18.8% | -4.7% | +23.6% | +17.7% |
| 1Y | +86.5% | -30.5% | +117.0% | +92.5% |
| 3Y | +269.4% | -44.3% | +313.7% | +284.3% |
| All | +269.4% | -45.3% | +314.7% | +284.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling