+181.9%
FANG vs TEVA
-22.9%
+204.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.8% |
| 7D | +2.9% | +2.0% | +0.9% | +2.3% |
| 30D | +2.6% | +1.0% | +1.7% | +2.2% |
| 3M | +7.6% | +7.3% | +0.3% | +4.9% |
| 6M | +17.3% | +21.7% | -4.4% | +9.3% |
| YTD | +38.7% | +18.8% | +19.8% | +29.6% |
| 1Y | +51.6% | +86.5% | -34.8% | +22.4% |
| 3Y | +50.0% | +269.4% | -219.5% | -8.7% |
| 5Y | +237.6% | +303.6% | -66.0% | +89.5% |
| All | +181.9% | -22.9% | +204.8% | +77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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