+86.5%
TEVA vs BTSG
+113.2%
-26.7%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.6% | +1.8% |
| 7D | +2.0% | -3.3% | +5.3% | +2.5% |
| 30D | +1.0% | -1.6% | +2.5% | +1.1% |
| 3M | +7.3% | -6.9% | +14.2% | +7.0% |
| 6M | +21.7% | +42.1% | -20.4% | +8.8% |
| YTD | +18.8% | +56.8% | -38.0% | +4.1% |
| 1Y | +86.5% | +109.8% | -23.3% | +52.2% |
| All | +86.5% | +113.2% | -26.7% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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