+299.2%
TEVA vs BG
+81.8%
+217.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.8% | +2.3% |
| 7D | +2.0% | +3.1% | -1.1% | +1.6% |
| 30D | +1.0% | +10.2% | -9.3% | -0.3% |
| 3M | +7.3% | -1.7% | +9.0% | +7.5% |
| 6M | +21.7% | +1.0% | +20.7% | +21.1% |
| YTD | +18.8% | +39.9% | -21.1% | +11.5% |
| 1Y | +86.5% | +53.2% | +33.3% | +71.8% |
| 3Y | +269.4% | +16.3% | +253.2% | +256.9% |
| All | +299.2% | +81.8% | +217.4% | +231.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 5y: compounded portfolio wealth divided by compounded BG 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…
5y analysis · Full analysis span regression · 6 months rolling