+6,889.2%
TEVA vs BRO
+25,535.4%
-18,646.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | +2.0% | -7.3% | +9.3% | +3.1% |
| 30D | +1.0% | -6.9% | +7.8% | +1.9% |
| 3M | +7.3% | +10.7% | -3.3% | +5.5% |
| 6M | +21.7% | -2.7% | +24.4% | +21.7% |
| YTD | +18.8% | -16.3% | +35.2% | +21.2% |
| 1Y | +86.5% | -29.1% | +115.6% | +94.5% |
| 3Y | +269.4% | -7.8% | +277.3% | +268.9% |
| 5Y | +303.6% | +18.7% | +284.9% | +288.2% |
| 10Y | -22.9% | +291.9% | -314.8% | -34.6% |
| All | +6,889.2% | +25,535.4% | -18,646.2% | +5,671.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling