-55.8%
FIG vs TEVA
+93.8%
-149.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -4.4% |
| 7D | -16.3% | -0.2% | -16.1% | -16.3% |
| 30D | -14.3% | +4.7% | -19.0% | -14.2% |
| 3M | +7.2% | +5.6% | +1.5% | +7.5% |
| 6M | -18.6% | +10.5% | -29.1% | -19.6% |
| YTD | -35.5% | +16.5% | -52.0% | -37.1% |
| 1Y | -55.8% | +96.8% | -152.5% | -57.4% |
| All | -55.8% | +93.8% | -149.6% | -57.4% |
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