+2,164.4%
FIX vs TEVA
+290.4%
+1,873.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.2% |
| 7D | +0.7% | -0.7% | +1.4% | +0.8% |
| 30D | -5.7% | -0.4% | -5.4% | -5.7% |
| 3M | -7.4% | +8.2% | -15.7% | -9.5% |
| 6M | +15.1% | +15.3% | -0.2% | +10.5% |
| YTD | +70.7% | +16.5% | +54.2% | +63.7% |
| 1Y | +111.9% | +85.7% | +26.2% | +82.6% |
| 3Y | +759.5% | +277.9% | +481.7% | +520.5% |
| 5Y | +2,164.4% | +295.5% | +1,868.8% | +1,441.7% |
| All | +2,164.4% | +290.4% | +1,873.9% | +1,441.7% |
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