+629.5%
FICO vs TEVA
-24.5%
+654.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -2.0% |
| 7D | -14.1% | -0.7% | -13.4% | -14.0% |
| 30D | -7.5% | -0.4% | -7.1% | -7.4% |
| 3M | -21.3% | +8.2% | -29.5% | -22.5% |
| 6M | -25.2% | +15.3% | -40.6% | -27.5% |
| YTD | -43.2% | +16.5% | -59.6% | -45.1% |
| 1Y | -37.2% | +85.7% | -123.0% | -44.7% |
| 3Y | +6.8% | +277.9% | -271.1% | -20.6% |
| 5Y | +112.8% | +295.5% | -182.7% | +52.2% |
| All | +629.5% | -24.5% | +654.0% | +507.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling