-25.0%
TEVA vs BLDR
+383.3%
-408.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.3% | +1.4% |
| 7D | +2.0% | -8.2% | +10.2% | +4.2% |
| 30D | +1.0% | -16.6% | +17.6% | +5.5% |
| 3M | +7.3% | -23.2% | +30.5% | +13.2% |
| 6M | +21.7% | -33.7% | +55.5% | +32.7% |
| YTD | +18.8% | -41.3% | +60.2% | +32.6% |
| 1Y | +86.5% | -58.8% | +145.3% | +128.2% |
| 3Y | +269.4% | -57.5% | +326.9% | +320.5% |
| 5Y | +303.6% | +12.9% | +290.7% | +217.3% |
| All | -25.0% | +383.3% | -408.3% | -66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 10y: compounded portfolio wealth divided by compounded BLDR 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…
10y analysis · Full analysis span regression · 6 months rolling