+113.0%
FICO vs TEVA
+294.1%
-181.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.2% | +5.1% | +5.3% |
| 7D | -10.6% | -1.7% | -8.9% | -10.3% |
| 30D | -6.3% | +2.0% | -8.3% | -6.6% |
| 3M | -19.7% | +7.0% | -26.7% | -20.7% |
| 6M | -31.8% | +17.0% | -48.8% | -33.7% |
| YTD | -41.8% | +18.1% | -59.9% | -43.7% |
| 1Y | -36.4% | +87.2% | -123.7% | -43.2% |
| 3Y | +9.3% | +283.1% | -273.8% | -17.2% |
| 5Y | +113.0% | +298.4% | -185.4% | +53.0% |
| All | +113.0% | +294.1% | -181.1% | +53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling