+96.8%
TEVA vs BHP
+69.4%
+27.4%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -0.2% | -2.9% | +2.7% | +0.6% |
| 30D | +4.7% | +3.4% | +1.4% | +3.8% |
| 3M | +5.6% | +4.1% | +1.5% | +4.2% |
| 6M | +10.5% | +20.6% | -10.1% | +2.1% |
| YTD | +16.5% | +56.1% | -39.6% | -2.8% |
| 1Y | +96.8% | +69.6% | +27.2% | +57.9% |
| All | +96.8% | +69.4% | +27.4% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 1y: compounded portfolio wealth divided by compounded BHP 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…
1y analysis · Full analysis span regression · 6 months rolling