-25.0%
TEVA vs BTG
+159.3%
-184.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.7% | +2.0% |
| 7D | +2.0% | -3.8% | +5.8% | +2.4% |
| 30D | +1.0% | +3.6% | -2.7% | +0.5% |
| 3M | +7.3% | +32.0% | -24.7% | +4.0% |
| 6M | +21.7% | +3.4% | +18.4% | +20.4% |
| YTD | +18.8% | +20.8% | -1.9% | +15.2% |
| 1Y | +86.5% | +22.4% | +64.1% | +79.9% |
| 3Y | +269.4% | +91.7% | +177.7% | +236.1% |
| 5Y | +303.6% | +79.0% | +224.6% | +266.6% |
| All | -25.0% | +159.3% | -184.2% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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