-99.1%
FCEL vs TEVA
-22.9%
-76.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.1% | +1.2% |
| 7D | +6.3% | +2.0% | +4.3% | +5.6% |
| 30D | -26.7% | +1.0% | -27.6% | -27.0% |
| 3M | -10.2% | +7.3% | -17.5% | -13.4% |
| 6M | +123.5% | +21.7% | +101.8% | +106.8% |
| YTD | +117.4% | +18.8% | +98.5% | +102.3% |
| 1Y | +146.0% | +86.5% | +59.5% | +95.5% |
| 3Y | -61.9% | +269.4% | -331.3% | -77.1% |
| 5Y | -90.5% | +303.6% | -394.1% | -94.6% |
| All | -99.1% | -22.9% | -76.2% | -99.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling