+106.1%
FAST vs TEVA
+294.1%
-188.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | +1.8% | -1.7% | +3.5% | +1.9% |
| 30D | -6.4% | +2.0% | -8.4% | -6.6% |
| 3M | +5.3% | +7.0% | -1.6% | +4.5% |
| 6M | +5.4% | +17.0% | -11.6% | +3.5% |
| YTD | +23.6% | +18.1% | +5.5% | +21.2% |
| 1Y | +4.1% | +87.2% | -83.2% | -2.4% |
| 3Y | +92.4% | +283.1% | -190.7% | +62.3% |
| 5Y | +106.1% | +298.4% | -192.3% | +68.2% |
| All | +106.1% | +294.1% | -188.0% | +68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling