-21.9%
FIG vs TEVA
+15.8%
-37.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +1.9% | +0.5% |
| 7D | -12.2% | -0.7% | -11.5% | -12.2% |
| 30D | -11.0% | -0.4% | -10.6% | -10.9% |
| 3M | +11.9% | +8.2% | +3.6% | +12.3% |
| 6M | -21.9% | +15.3% | -37.2% | -23.7% |
| All | -21.9% | +15.8% | -37.7% | -23.7% |
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