+26.6%
TEVA vs BR
+1,278.7%
-1,252.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.1% |
| 7D | +2.0% | -3.0% | +5.0% | +3.0% |
| 30D | +1.0% | -0.3% | +1.2% | +0.9% |
| 3M | +7.3% | +17.3% | -10.0% | +1.1% |
| 6M | +21.7% | -6.7% | +28.4% | +23.6% |
| YTD | +18.8% | -23.4% | +42.3% | +28.5% |
| 1Y | +86.5% | -32.7% | +119.1% | +110.5% |
| 3Y | +269.4% | -5.9% | +275.3% | +264.3% |
| 5Y | +303.6% | +8.4% | +295.2% | +274.4% |
| 10Y | -22.9% | +189.2% | -212.2% | -48.8% |
| All | +26.6% | +1,278.7% | -1,252.1% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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