+42.4%
FCEL vs TEVA
+106.6%
-64.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.1% | -5.8% | -5.9% |
| 7D | -14.9% | +4.7% | -19.6% | -17.4% |
| 30D | -41.7% | +5.5% | -47.2% | -43.7% |
| 3M | -53.2% | +21.6% | -74.7% | -59.0% |
| 6M | -19.0% | +18.4% | -37.4% | -27.7% |
| YTD | +44.2% | +34.1% | +10.1% | +14.0% |
| 1Y | +42.4% | +104.5% | -62.1% | -23.0% |
| All | +42.4% | +106.6% | -64.1% | -23.0% |
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