+96.8%
TEVA vs BIYA
-98.3%
+195.1%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.7% |
| 7D | -0.2% | +1.3% | -1.6% | -0.2% |
| 30D | +4.7% | -21.0% | +25.7% | +4.8% |
| 3M | +5.6% | -74.3% | +79.9% | +5.2% |
| 6M | +10.5% | -84.6% | +95.1% | +10.9% |
| YTD | +16.5% | -94.2% | +110.7% | +17.1% |
| 1Y | +96.8% | -98.2% | +195.0% | +99.4% |
| All | +96.8% | -98.3% | +195.1% | +99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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