-20.9%
FN vs TEVA
+73.1%
-94.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.1% | -4.3% |
| 7D | +20.8% | +4.5% | +16.3% | +20.0% |
| 30D | -17.3% | +5.8% | -23.1% | -18.0% |
| 3M | -38.1% | +18.8% | -56.9% | -39.5% |
| 6M | -44.2% | +21.9% | -66.1% | -44.8% |
| YTD | -22.3% | +39.9% | -62.1% | -32.6% |
| 1Y | -20.9% | +69.0% | -89.9% | -42.8% |
| All | -20.9% | +73.1% | -94.1% | -42.8% |
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 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