+3,553.2%
FIX vs TEVA
+15.4%
+3,537.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.8% |
| 7D | +9.4% | +4.4% | +5.0% | +8.4% |
| 30D | -27.8% | +9.3% | -37.1% | -29.2% |
| 3M | -35.6% | +21.9% | -57.4% | -38.5% |
| 6M | -45.2% | +22.8% | -68.0% | -48.1% |
| YTD | +19.5% | +42.6% | -23.1% | +9.3% |
| 1Y | +24.2% | +74.2% | -50.0% | +8.7% |
| 3Y | +494.2% | +404.5% | +89.6% | +297.0% |
| 5Y | +1,036.1% | +367.9% | +668.2% | +647.3% |
| All | +3,553.2% | +15.4% | +3,537.8% | +2,508.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling