-33.9%
FICO vs TEVA
+23.4%
-57.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.5% |
| 7D | +1.4% | +4.5% | -3.1% | +1.8% |
| 30D | -0.8% | +5.8% | -6.6% | -0.2% |
| 3M | -31.3% | +18.8% | -50.1% | -31.4% |
| 6M | -33.9% | +21.9% | -55.8% | -35.8% |
| All | -33.9% | +23.4% | -57.4% | -35.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling