-29.1%
FICO vs TEVA
+407.6%
-436.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.7% |
| 7D | +1.4% | +4.5% | -3.1% | +1.0% |
| 30D | -0.8% | +5.8% | -6.6% | -1.3% |
| 3M | -31.3% | +18.8% | -50.1% | -32.6% |
| 6M | -33.9% | +21.9% | -55.8% | -35.6% |
| YTD | -57.6% | +39.9% | -97.4% | -59.4% |
| 1Y | -59.7% | +69.0% | -128.6% | -62.2% |
| All | -29.1% | +407.6% | -436.7% | -38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling