+15.3%
TEVA vs BWA
+24.5%
-9.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.0% | -1.5% |
| 7D | -0.7% | -0.1% | -0.7% | -0.8% |
| 30D | -0.4% | -5.5% | +5.1% | +0.4% |
| 3M | +8.2% | -7.6% | +15.9% | +9.5% |
| 6M | +15.3% | +25.0% | -9.6% | +1.8% |
| All | +15.3% | +24.5% | -9.2% | +1.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling