+42.8%
TEVA vs BIDU
+1,284.8%
-1,242.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.9% |
| 7D | +2.0% | -8.1% | +10.1% | +3.1% |
| 30D | +1.0% | -12.8% | +13.8% | +2.6% |
| 3M | +7.3% | -21.3% | +28.6% | +10.4% |
| 6M | +21.7% | -27.0% | +48.7% | +25.9% |
| YTD | +18.8% | -30.0% | +48.9% | +23.2% |
| 1Y | +86.5% | -18.3% | +104.7% | +87.6% |
| 3Y | +269.4% | -33.8% | +303.3% | +275.8% |
| 5Y | +303.6% | -44.3% | +347.9% | +304.8% |
| 10Y | -22.9% | -49.8% | +26.9% | -25.0% |
| All | +42.8% | +1,284.8% | -1,242.0% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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