+121.1%
FCEL vs TEVA
+15.8%
+105.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.4% | -4.6% | -5.0% |
| 7D | +6.3% | -0.7% | +7.0% | +6.9% |
| 30D | -18.8% | -0.4% | -18.4% | -18.5% |
| 3M | -3.8% | +8.2% | -12.1% | -6.9% |
| 6M | +121.1% | +15.3% | +105.8% | +93.2% |
| All | +121.1% | +15.8% | +105.3% | +93.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling