-61.9%
FCEL vs TEVA
+280.8%
-342.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.1% | +1.0% |
| 7D | +6.3% | +2.0% | +4.3% | +5.4% |
| 30D | -26.7% | +1.0% | -27.6% | -27.1% |
| 3M | -10.2% | +7.3% | -17.5% | -13.9% |
| 6M | +123.5% | +21.7% | +101.8% | +102.8% |
| YTD | +117.4% | +18.8% | +98.5% | +98.6% |
| 1Y | +146.0% | +86.5% | +59.5% | +86.6% |
| 3Y | -61.9% | +269.4% | -331.3% | -80.7% |
| All | -61.9% | +280.8% | -342.7% | -80.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling