+269.4%
TEVA vs BRO
-7.6%
+277.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | +2.0% | -7.3% | +9.3% | +2.5% |
| 30D | +1.0% | -6.9% | +7.8% | +1.4% |
| 3M | +7.3% | +10.7% | -3.3% | +6.4% |
| 6M | +21.7% | -2.7% | +24.4% | +21.9% |
| YTD | +18.8% | -16.3% | +35.2% | +20.8% |
| 1Y | +86.5% | -29.1% | +115.6% | +95.3% |
| 3Y | +269.4% | -7.8% | +277.3% | +249.1% |
| All | +269.4% | -7.6% | +277.1% | +249.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling