+299.2%
TEVA vs BRO
+17.6%
+281.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | +2.0% | -7.3% | +9.3% | +4.1% |
| 30D | +1.0% | -6.9% | +7.8% | +2.8% |
| 3M | +7.3% | +10.7% | -3.3% | +3.6% |
| 6M | +21.7% | -2.7% | +24.4% | +21.7% |
| YTD | +18.8% | -16.3% | +35.2% | +24.4% |
| 1Y | +86.5% | -29.1% | +115.6% | +107.3% |
| 3Y | +269.4% | -7.8% | +277.3% | +250.8% |
| All | +299.2% | +17.6% | +281.6% | +241.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling