+38.4%
FAST vs TEVA
+71.2%
-32.8%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.6% | -0.8% |
| 7D | +4.2% | +4.4% | -0.3% | +3.7% |
| 30D | +6.7% | +9.3% | -2.6% | +5.7% |
| 3M | +8.0% | +21.9% | -13.8% | +5.7% |
| 6M | +27.4% | +22.8% | +4.7% | +24.5% |
| YTD | +40.5% | +42.6% | -2.1% | +31.1% |
| 1Y | +38.4% | +74.2% | -35.9% | +20.9% |
| All | +38.4% | +71.2% | -32.8% | +20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling