+3,914.3%
FDX vs TEVA
+6,991.7%
-3,077.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | -2.3% | -1.7% | -0.6% | -2.1% |
| 30D | -4.9% | +2.0% | -6.9% | -5.3% |
| 3M | -6.5% | +7.0% | -13.4% | -7.8% |
| 6M | +6.7% | +17.0% | -10.3% | +3.2% |
| YTD | +33.9% | +18.1% | +15.8% | +29.4% |
| 1Y | +72.2% | +87.2% | -15.1% | +53.3% |
| 3Y | +60.2% | +283.1% | -222.8% | +22.8% |
| 5Y | +62.9% | +298.4% | -235.4% | +21.0% |
| 10Y | +178.8% | -23.4% | +202.2% | +147.0% |
| All | +3,914.3% | +6,991.7% | -3,077.5% | +1,992.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling