-25.0%
TEVA vs BWA
+156.8%
-181.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.6% | +1.5% |
| 7D | +2.0% | -1.3% | +3.3% | +2.5% |
| 30D | +1.0% | -2.9% | +3.9% | +1.9% |
| 3M | +7.3% | -10.7% | +18.0% | +11.4% |
| 6M | +21.7% | +26.5% | -4.7% | +9.1% |
| YTD | +18.8% | +49.1% | -30.3% | -2.4% |
| 1Y | +86.5% | +52.1% | +34.4% | +51.2% |
| 3Y | +269.4% | +72.6% | +196.9% | +173.5% |
| 5Y | +303.6% | +89.4% | +214.2% | +174.9% |
| All | -25.0% | +156.8% | -181.7% | -56.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling