+6,577.3%
FIX vs TEVA
-22.9%
+6,600.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.0% | +4.3% | +5.8% |
| 7D | +5.0% | +2.0% | +3.0% | +4.6% |
| 30D | -2.7% | +1.0% | -3.7% | -3.0% |
| 3M | -8.2% | +7.3% | -15.6% | -10.2% |
| 6M | +20.3% | +21.7% | -1.5% | +14.2% |
| YTD | +81.4% | +18.8% | +62.6% | +73.3% |
| 1Y | +121.5% | +86.5% | +35.0% | +90.4% |
| 3Y | +807.4% | +269.4% | +538.0% | +551.6% |
| 5Y | +2,306.7% | +303.6% | +2,003.1% | +1,538.5% |
| All | +6,577.3% | -22.9% | +6,600.3% | +4,905.4% |
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