+693.0%
FN vs TEVA
+15.4%
+677.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.9% | -9.3% | -7.8% |
| 7D | +0.3% | +4.4% | -4.2% | -0.7% |
| 30D | -16.5% | +9.3% | -25.8% | -18.2% |
| 3M | -42.1% | +21.9% | -64.0% | -44.8% |
| 6M | -52.9% | +22.8% | -75.6% | -55.6% |
| YTD | -28.0% | +42.6% | -70.5% | -34.7% |
| 1Y | -18.5% | +74.2% | -92.7% | -29.5% |
| 3Y | +93.9% | +404.5% | -310.7% | +26.3% |
| 5Y | +170.5% | +367.9% | -197.4% | +73.5% |
| All | +693.0% | +15.4% | +677.6% | +453.6% |
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