+207.4%
TEVA vs BNS
+1,486.6%
-1,279.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.4% | +1.8% |
| 7D | +2.0% | -0.4% | +2.4% | +2.1% |
| 30D | +1.0% | +3.5% | -2.5% | -0.4% |
| 3M | +7.3% | +14.1% | -6.7% | +1.7% |
| 6M | +21.7% | +33.8% | -12.0% | +8.4% |
| YTD | +18.8% | +29.5% | -10.6% | +7.0% |
| 1Y | +86.5% | +48.4% | +38.1% | +59.2% |
| 3Y | +269.4% | +129.6% | +139.8% | +165.0% |
| 5Y | +303.6% | +96.1% | +207.5% | +207.7% |
| 10Y | -22.9% | +186.2% | -209.1% | -48.0% |
| All | +207.4% | +1,486.6% | -1,279.3% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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