+174.4%
FN vs TEVA
+290.6%
-116.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.9% |
| 7D | +3.5% | +1.6% | +2.0% | +3.1% |
| 30D | -26.0% | +4.0% | -29.9% | -26.7% |
| 3M | -33.3% | +10.5% | -43.8% | -35.2% |
| 6M | -14.9% | +18.4% | -33.3% | -19.6% |
| YTD | -8.6% | +17.8% | -26.3% | -13.5% |
| 1Y | +12.3% | +90.5% | -78.2% | -6.4% |
| 3Y | +174.4% | +282.1% | -107.7% | +84.1% |
| All | +174.4% | +290.6% | -116.3% | +84.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling