+187.9%
TEVA vs BG
+1,169.9%
-982.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.8% | +2.4% |
| 7D | +2.0% | +3.1% | -1.1% | +1.4% |
| 30D | +1.0% | +10.2% | -9.3% | -1.1% |
| 3M | +7.3% | -1.7% | +9.0% | +7.1% |
| 6M | +21.7% | +1.0% | +20.7% | +20.5% |
| YTD | +18.8% | +39.9% | -21.1% | +9.8% |
| 1Y | +86.5% | +53.2% | +33.3% | +68.5% |
| 3Y | +269.4% | +16.3% | +253.2% | +248.3% |
| 5Y | +303.6% | +83.9% | +219.7% | +240.9% |
| 10Y | -22.9% | +165.1% | -188.1% | -41.3% |
| All | +187.9% | +1,169.9% | -982.0% | +90.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling