+177.2%
FDX vs TEVA
-22.9%
+200.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -2.0% | -0.3% |
| 7D | -3.3% | +2.0% | -5.3% | -3.6% |
| 30D | -4.5% | +1.0% | -5.5% | -4.8% |
| 3M | -7.3% | +7.3% | -14.7% | -8.8% |
| 6M | +7.5% | +21.7% | -14.2% | +3.3% |
| YTD | +35.1% | +18.8% | +16.2% | +30.3% |
| 1Y | +71.4% | +86.5% | -15.1% | +52.5% |
| 3Y | +60.8% | +269.4% | -208.6% | +22.8% |
| 5Y | +65.5% | +303.6% | -238.1% | +21.1% |
| All | +177.2% | -22.9% | +200.1% | +118.0% |
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 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