+8.9%
TEVA vs BURL
+1,051.1%
-1,042.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -1.3% |
| 7D | -0.2% | -2.8% | +2.6% | +0.4% |
| 30D | +4.7% | -28.2% | +32.9% | +12.8% |
| 3M | +5.6% | -17.6% | +23.2% | +9.9% |
| 6M | +10.5% | -11.8% | +22.3% | +12.5% |
| YTD | +16.5% | -8.1% | +24.6% | +17.3% |
| 1Y | +96.8% | -12.0% | +108.7% | +98.6% |
| 3Y | +269.5% | +63.3% | +206.2% | +212.0% |
| 5Y | +283.5% | -10.8% | +294.4% | +257.9% |
| 10Y | -25.9% | +215.9% | -241.8% | -48.1% |
| All | +8.9% | +1,051.1% | -1,042.2% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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