+2,872.1%
FITB vs TEVA
+6,895.5%
-4,023.4%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.7% |
| 7D | -1.0% | -0.7% | -0.2% | -0.8% |
| 30D | -5.5% | -0.4% | -5.1% | -5.5% |
| 3M | +4.1% | +8.2% | -4.1% | +2.0% |
| 6M | +18.7% | +15.3% | +3.4% | +14.4% |
| YTD | +18.2% | +16.5% | +1.7% | +13.4% |
| 1Y | +23.7% | +85.7% | -62.1% | +6.7% |
| 3Y | +130.8% | +277.9% | -147.1% | +64.2% |
| 5Y | +69.8% | +295.5% | -225.8% | +16.4% |
| 10Y | +287.4% | -24.5% | +311.8% | +234.3% |
| All | +2,872.1% | +6,895.5% | -4,023.4% | +1,469.8% |
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