-56.4%
FICO vs TEVA
+106.6%
-162.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | +0.4% | +4.7% | -4.3% | +0.2% |
| 30D | +1.7% | +5.5% | -3.9% | +1.4% |
| 3M | -33.0% | +21.6% | -54.6% | -34.2% |
| 6M | -33.9% | +18.4% | -52.3% | -35.1% |
| YTD | -58.5% | +34.1% | -92.6% | -60.3% |
| 1Y | -56.4% | +104.5% | -160.9% | -58.3% |
| All | -56.4% | +106.6% | -162.9% | -58.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling