-38.6%
FICO vs TEVA
+93.8%
-132.4%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.7% | -16.0% | -16.6% |
| 7D | -19.2% | -0.2% | -19.0% | -19.2% |
| 30D | -14.6% | +4.7% | -19.3% | -15.0% |
| 3M | -20.1% | +5.6% | -25.7% | -20.7% |
| 6M | -36.3% | +10.5% | -46.8% | -37.7% |
| YTD | -44.9% | +16.5% | -61.4% | -46.3% |
| 1Y | -38.6% | +96.8% | -135.4% | -41.3% |
| All | -38.6% | +93.8% | -132.4% | -41.3% |
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