+104.5%
TEVA vs BWA
+17.4%
+87.2%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.1% |
| 7D | +4.7% | -9.9% | +14.6% | +5.6% |
| 30D | +5.5% | -16.4% | +21.9% | +7.2% |
| 3M | +21.6% | -19.8% | +41.4% | +23.8% |
| 6M | +18.4% | -10.0% | +28.4% | +17.7% |
| YTD | +34.1% | +12.7% | +21.3% | +22.9% |
| 1Y | +104.5% | +15.7% | +88.9% | +84.4% |
| All | +104.5% | +17.4% | +87.2% | +84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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