+65.4%
FDX vs TEVA
+290.4%
-225.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.1% |
| 7D | -3.9% | -0.7% | -3.1% | -3.8% |
| 30D | -3.3% | -0.4% | -2.9% | -3.3% |
| 3M | -2.0% | +8.2% | -10.2% | -3.5% |
| 6M | +8.0% | +15.3% | -7.3% | +4.9% |
| YTD | +35.0% | +16.5% | +18.5% | +30.8% |
| 1Y | +73.7% | +85.7% | -12.1% | +55.6% |
| 3Y | +61.6% | +277.9% | -216.3% | +22.4% |
| 5Y | +65.4% | +295.5% | -230.2% | +15.9% |
| All | +65.4% | +290.4% | -225.1% | +15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling