+1,311.2%
FERG vs TEVA
-22.1%
+1,333.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.6% |
| 7D | -2.6% | +2.0% | -4.6% | -2.7% |
| 30D | -8.9% | +1.0% | -9.8% | -9.0% |
| 3M | -2.0% | +7.3% | -9.4% | -2.6% |
| 6M | -3.2% | +21.7% | -24.9% | -4.7% |
| YTD | +1.5% | +18.8% | -17.3% | +0.1% |
| 1Y | +0.5% | +86.5% | -86.0% | -4.0% |
| 3Y | +50.4% | +269.4% | -219.0% | +36.6% |
| 5Y | +68.7% | +303.6% | -234.9% | +51.3% |
| 10Y | +351.3% | -22.9% | +374.2% | +321.9% |
| All | +1,311.2% | -22.1% | +1,333.3% | +1,148.8% |
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