-79.9%
FIG vs TEVA
+119.2%
-199.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.0% | +2.8% | +4.9% |
| 7D | -3.8% | +2.0% | -5.8% | -3.7% |
| 30D | -2.3% | +1.0% | -3.3% | -2.3% |
| 3M | +20.0% | +7.3% | +12.6% | +20.5% |
| 6M | -16.7% | +21.7% | -38.4% | -17.2% |
| YTD | -37.9% | +18.8% | -56.8% | -39.3% |
| 1Y | -58.5% | +86.5% | -145.0% | -59.7% |
| All | -79.9% | +119.2% | -199.1% | -79.1% |
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 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