+269.4%
TEVA vs BHP
+71.6%
+197.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.3% | +2.1% |
| 7D | +2.0% | -3.6% | +5.6% | +3.1% |
| 30D | +1.0% | -1.2% | +2.1% | +1.3% |
| 3M | +7.3% | +1.2% | +6.1% | +6.6% |
| 6M | +21.7% | +21.4% | +0.3% | +13.3% |
| YTD | +18.8% | +50.4% | -31.6% | +3.1% |
| 1Y | +86.5% | +67.5% | +19.0% | +56.5% |
| 3Y | +269.4% | +72.8% | +196.6% | +187.6% |
| All | +269.4% | +71.6% | +197.8% | +187.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling