-25.5%
FIS vs TEVA
+280.8%
-306.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.9% | -0.1% |
| 7D | -7.9% | +2.0% | -9.9% | -8.1% |
| 30D | -8.0% | +1.0% | -8.9% | -8.1% |
| 3M | +0.6% | +7.3% | -6.7% | -0.4% |
| 6M | -22.2% | +21.7% | -43.9% | -24.1% |
| YTD | -40.8% | +18.8% | -59.6% | -42.2% |
| 1Y | -41.5% | +86.5% | -128.0% | -45.8% |
| 3Y | -25.5% | +269.4% | -294.9% | -43.0% |
| All | -25.5% | +280.8% | -306.3% | -43.0% |
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 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