-25.0%
TEVA vs BRKR
+155.3%
-180.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.3% | +2.1% |
| 7D | +2.0% | -8.7% | +10.7% | +4.5% |
| 30D | +1.0% | -9.9% | +10.8% | +3.6% |
| 3M | +7.3% | -3.1% | +10.4% | +6.3% |
| 6M | +21.7% | +45.5% | -23.8% | +5.4% |
| YTD | +18.8% | +13.7% | +5.2% | +9.8% |
| 1Y | +86.5% | +67.4% | +19.0% | +51.1% |
| 3Y | +269.4% | -13.2% | +282.6% | +246.5% |
| 5Y | +303.6% | -39.5% | +343.1% | +319.5% |
| All | -25.0% | +155.3% | -180.3% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 10y: compounded portfolio wealth divided by compounded BRKR 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…
10y analysis · Full analysis span regression · 6 months rolling