+69.8%
TEVA vs BRO
-4.7%
+74.5%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.8% | -0.2% |
| 7D | +0.7% | +9.9% | -9.2% | +0.9% |
| 30D | +6.8% | +22.3% | -15.5% | +7.1% |
| 3M | +20.3% | +5.3% | +15.0% | +20.4% |
| 6M | +16.5% | +30.3% | -13.8% | +18.4% |
| YTD | +33.9% | -5.7% | +39.6% | +32.4% |
| 1Y | +69.8% | -3.5% | +73.3% | +69.0% |
| All | +69.8% | -4.7% | +74.5% | +69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling