+66.7%
FITB vs TEVA
+300.5%
-233.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.1% |
| 7D | -0.3% | +2.0% | -2.3% | -0.7% |
| 30D | -5.7% | +1.0% | -6.6% | -5.9% |
| 3M | +3.2% | +7.3% | -4.2% | +1.4% |
| 6M | +23.4% | +21.7% | +1.7% | +17.7% |
| YTD | +18.8% | +18.8% | 0.0% | +13.7% |
| 1Y | +25.0% | +86.5% | -61.5% | +8.3% |
| 3Y | +131.2% | +269.4% | -138.2% | +59.4% |
| All | +66.7% | +300.5% | -233.8% | +6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling