+104.5%
TEVA vs BIYA
-98.4%
+202.9%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.1% | -0.1% |
| 7D | +4.7% | -4.0% | +8.7% | +4.7% |
| 30D | +5.5% | -15.0% | +20.5% | +5.5% |
| 3M | +21.6% | -58.1% | +79.6% | +21.9% |
| 6M | +18.4% | -90.0% | +108.4% | +18.4% |
| YTD | +34.1% | -96.9% | +131.0% | +35.2% |
| 1Y | +104.5% | -98.2% | +202.8% | +106.4% |
| All | +104.5% | -98.4% | +202.9% | +106.4% |
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