+69,298.0%
FAST vs TEVA
+6,897.4%
+62,400.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | -0.4% | -0.2% | -0.1% | -0.4% |
| 30D | -0.8% | +4.7% | -5.5% | -1.6% |
| 3M | +5.8% | +5.6% | +0.1% | +4.5% |
| 6M | +8.0% | +10.5% | -2.5% | +5.5% |
| YTD | +25.6% | +16.5% | +9.1% | +21.6% |
| 1Y | +0.8% | +96.8% | -95.9% | -11.3% |
| 3Y | +86.1% | +269.5% | -183.4% | +41.7% |
| 5Y | +100.2% | +283.5% | -183.3% | +46.9% |
| 10Y | +494.2% | -25.9% | +520.1% | +431.5% |
| All | +69,298.0% | +6,897.4% | +62,400.5% | +29,236.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling