+299.2%
TEVA vs BLDR
+10.9%
+288.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.3% | +1.6% |
| 7D | +2.0% | -8.2% | +10.2% | +3.5% |
| 30D | +1.0% | -16.6% | +17.6% | +4.1% |
| 3M | +7.3% | -23.2% | +30.5% | +11.5% |
| 6M | +21.7% | -33.7% | +55.5% | +29.5% |
| YTD | +18.8% | -41.3% | +60.2% | +28.5% |
| 1Y | +86.5% | -58.8% | +145.3% | +115.7% |
| 3Y | +269.4% | -57.5% | +326.9% | +302.8% |
| All | +299.2% | +10.9% | +288.4% | +219.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling