+14.4%
FIX vs TEVA
+106.6%
-92.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -0.1% | -14.9% | -15.0% |
| 7D | -18.9% | +4.7% | -23.6% | -19.8% |
| 30D | -36.3% | +5.5% | -41.8% | -37.1% |
| 3M | -38.5% | +21.6% | -60.1% | -41.5% |
| 6M | -42.3% | +18.4% | -60.7% | -44.5% |
| YTD | +17.1% | +34.1% | -17.0% | +7.1% |
| 1Y | +14.4% | +104.5% | -90.2% | -5.9% |
| All | +14.4% | +106.6% | -92.2% | -5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling