-57.6%
FISV vs TEVA
+280.8%
-338.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.0% | +3.4% | +5.3% |
| 7D | -2.7% | +2.0% | -4.7% | -2.8% |
| 30D | 0.0% | +1.0% | -0.9% | -0.1% |
| 3M | -2.8% | +7.3% | -10.1% | -3.4% |
| 6M | -11.8% | +21.7% | -33.6% | -13.1% |
| YTD | -23.2% | +18.8% | -42.0% | -24.4% |
| 1Y | -62.0% | +86.5% | -148.5% | -63.4% |
| 3Y | -57.6% | +269.4% | -327.0% | -62.4% |
| All | -57.6% | +280.8% | -338.4% | -62.4% |
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 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