+281.4%
FCEL vs TEVA
+93.8%
+187.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.4% |
| 7D | -15.8% | -0.2% | -15.6% | -16.2% |
| 30D | -29.3% | +4.7% | -34.0% | -31.9% |
| 3M | -30.1% | +5.6% | -35.7% | -32.9% |
| 6M | +74.4% | +10.5% | +64.0% | +58.4% |
| YTD | +104.5% | +16.5% | +88.0% | +75.6% |
| 1Y | +281.4% | +96.8% | +184.6% | +109.8% |
| All | +281.4% | +93.8% | +187.6% | +109.8% |
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