+6,749.8%
TEVA vs BN
+14,390.7%
-7,640.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.1% | -1.0% |
| 7D | -0.7% | -5.9% | +5.1% | +0.9% |
| 30D | -0.4% | -15.1% | +14.7% | +4.1% |
| 3M | +8.2% | -14.6% | +22.8% | +12.8% |
| 6M | +15.3% | -8.4% | +23.7% | +17.7% |
| YTD | +16.5% | -16.8% | +33.3% | +21.6% |
| 1Y | +85.7% | -14.4% | +100.1% | +92.1% |
| 3Y | +277.9% | +70.1% | +207.8% | +220.7% |
| 5Y | +295.5% | +33.5% | +262.0% | +254.5% |
| 10Y | -24.5% | +260.2% | -284.7% | -45.9% |
| All | +6,749.8% | +14,390.7% | -7,640.9% | +2,457.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling