+206.7%
FN vs TEVA
+357.6%
-150.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.0% | +3.9% | +5.4% |
| 7D | +8.0% | +3.3% | +4.7% | +7.3% |
| 30D | -19.1% | +5.0% | -24.2% | -20.0% |
| 3M | -29.8% | +18.5% | -48.4% | -32.7% |
| 6M | -43.2% | +20.6% | -63.8% | -46.1% |
| YTD | -18.9% | +38.5% | -57.5% | -26.1% |
| 1Y | -17.9% | +72.1% | -89.9% | -29.1% |
| 3Y | +120.1% | +398.2% | -278.0% | +40.9% |
| 5Y | +206.7% | +353.2% | -146.6% | +95.9% |
| All | +206.7% | +357.6% | -150.9% | +95.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling