+888.4%
FN vs TEVA
-24.5%
+912.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.1% | -3.1% |
| 7D | +2.3% | -0.7% | +3.0% | +2.4% |
| 30D | -23.2% | -0.4% | -22.8% | -23.2% |
| 3M | -30.4% | +8.2% | -38.6% | -32.1% |
| 6M | -25.6% | +15.3% | -40.9% | -28.9% |
| YTD | -11.3% | +16.5% | -27.7% | -15.5% |
| 1Y | +8.4% | +85.7% | -77.3% | -7.8% |
| 3Y | +166.2% | +277.9% | -111.6% | +86.1% |
| 5Y | +290.3% | +295.5% | -5.2% | +161.2% |
| All | +888.4% | -24.5% | +912.8% | +672.6% |
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