+333.1%
FIS vs TEVA
+208.9%
+124.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.7% | -3.5% |
| 7D | -9.1% | -1.7% | -7.4% | -8.8% |
| 30D | -10.4% | +2.0% | -12.4% | -10.9% |
| 3M | -3.7% | +7.0% | -10.7% | -5.2% |
| 6M | -24.8% | +17.0% | -41.8% | -27.6% |
| YTD | -41.6% | +18.1% | -59.6% | -44.0% |
| 1Y | -42.7% | +87.2% | -130.0% | -50.4% |
| 3Y | -26.2% | +283.1% | -309.3% | -47.2% |
| 5Y | -66.1% | +298.4% | -364.5% | -76.6% |
| 10Y | -40.9% | -23.4% | -17.4% | -46.3% |
| All | +333.1% | +208.9% | +124.2% | +166.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling