+6,889.2%
TEVA vs BHP
+7,619.7%
-730.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.3% | +2.1% |
| 7D | +2.0% | -3.6% | +5.6% | +2.9% |
| 30D | +1.0% | -1.2% | +2.1% | +1.2% |
| 3M | +7.3% | +1.2% | +6.1% | +6.7% |
| 6M | +21.7% | +21.4% | +0.3% | +15.6% |
| YTD | +18.8% | +50.4% | -31.6% | +7.1% |
| 1Y | +86.5% | +67.5% | +19.0% | +63.8% |
| 3Y | +269.4% | +72.8% | +196.6% | +218.6% |
| 5Y | +303.6% | +112.6% | +191.0% | +227.6% |
| 10Y | -22.9% | +481.7% | -504.6% | -49.0% |
| All | +6,889.2% | +7,619.7% | -730.5% | +1,997.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling