+269.4%
TEVA vs BN
+70.0%
+199.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.9% |
| 7D | +2.0% | -5.2% | +7.2% | +3.9% |
| 30D | +1.0% | -14.5% | +15.4% | +6.6% |
| 3M | +7.3% | -15.0% | +22.3% | +13.5% |
| 6M | +21.7% | -5.4% | +27.1% | +23.1% |
| YTD | +18.8% | -16.4% | +35.3% | +25.0% |
| 1Y | +86.5% | -16.2% | +102.7% | +95.4% |
| 3Y | +269.4% | +67.5% | +201.9% | +190.9% |
| All | +269.4% | +70.0% | +199.5% | +190.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 3y: compounded portfolio wealth divided by compounded BN 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…
3y analysis · Full analysis span regression · 6 months rolling