+269.4%
TEVA vs BWA
+70.7%
+198.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.6% | +1.7% |
| 7D | +2.0% | -1.3% | +3.3% | +2.3% |
| 30D | +1.0% | -2.9% | +3.9% | +1.5% |
| 3M | +7.3% | -10.7% | +18.0% | +9.5% |
| 6M | +21.7% | +26.5% | -4.7% | +14.5% |
| YTD | +18.8% | +49.1% | -30.3% | +6.0% |
| 1Y | +86.5% | +52.1% | +34.4% | +65.2% |
| 3Y | +269.4% | +72.6% | +196.9% | +201.7% |
| All | +269.4% | +70.7% | +198.7% | +201.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling