+98.5%
FLEX vs TEVA
+93.8%
+4.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.7% |
| 7D | -0.9% | -0.2% | -0.7% | -0.9% |
| 30D | -10.1% | +4.7% | -14.9% | -11.4% |
| 3M | -31.3% | +5.6% | -37.0% | -32.4% |
| 6M | +71.3% | +10.5% | +60.8% | +64.4% |
| YTD | +81.2% | +16.5% | +64.7% | +72.1% |
| 1Y | +98.5% | +96.8% | +1.7% | +65.2% |
| All | +98.5% | +93.8% | +4.7% | +65.2% |
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 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