+299.2%
TEVA vs BN
+33.2%
+266.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.8% |
| 7D | +2.0% | -5.2% | +7.2% | +4.3% |
| 30D | +1.0% | -14.5% | +15.4% | +7.7% |
| 3M | +7.3% | -15.0% | +22.3% | +14.6% |
| 6M | +21.7% | -5.4% | +27.1% | +23.5% |
| YTD | +18.8% | -16.4% | +35.3% | +26.4% |
| 1Y | +86.5% | -16.2% | +102.7% | +97.5% |
| 3Y | +269.4% | +67.5% | +201.9% | +173.1% |
| All | +299.2% | +33.2% | +266.1% | +225.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling