+12,471.5%
FIX vs TEVA
+506.2%
+11,965.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.1% |
| 7D | +6.0% | -0.2% | +6.3% | +6.0% |
| 30D | -7.2% | +4.7% | -12.0% | -8.4% |
| 3M | -15.9% | +5.6% | -21.5% | -17.5% |
| 6M | +12.7% | +10.5% | +2.3% | +9.2% |
| YTD | +72.8% | +16.5% | +56.3% | +65.0% |
| 1Y | +122.9% | +96.8% | +26.1% | +86.0% |
| 3Y | +774.3% | +269.5% | +504.8% | +504.6% |
| 5Y | +2,049.5% | +283.5% | +1,765.9% | +1,317.2% |
| 10Y | +5,821.5% | -25.9% | +5,847.4% | +5,072.1% |
| All | +12,471.5% | +506.2% | +11,965.3% | +6,667.8% |
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