+755.5%
FN vs TEVA
+13.2%
+742.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.1% | -4.3% |
| 7D | +20.8% | +4.5% | +16.3% | +19.6% |
| 30D | -17.3% | +5.8% | -23.1% | -18.3% |
| 3M | -38.1% | +18.8% | -56.9% | -40.7% |
| 6M | -44.2% | +21.9% | -66.1% | -47.3% |
| YTD | -22.3% | +39.9% | -62.1% | -29.2% |
| 1Y | -20.9% | +69.0% | -89.9% | -31.0% |
| 3Y | +111.1% | +402.9% | -291.8% | +37.6% |
| 5Y | +191.8% | +359.0% | -167.2% | +88.1% |
| All | +755.5% | +13.2% | +742.3% | +500.1% |
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