+131.2%
FITB vs TEVA
+280.8%
-149.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.3% |
| 7D | -0.3% | +2.0% | -2.3% | -0.5% |
| 30D | -5.7% | +1.0% | -6.6% | -5.8% |
| 3M | +3.2% | +7.3% | -4.2% | +2.0% |
| 6M | +23.4% | +21.7% | +1.7% | +19.6% |
| YTD | +18.8% | +18.8% | 0.0% | +15.4% |
| 1Y | +25.0% | +86.5% | -61.5% | +14.7% |
| 3Y | +131.2% | +269.4% | -138.2% | +71.7% |
| All | +131.2% | +280.8% | -149.6% | +71.7% |
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 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