-44.2%
FN vs TEVA
+23.4%
-67.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.1% | -3.9% |
| 7D | +20.8% | +4.5% | +16.3% | +21.7% |
| 30D | -17.3% | +5.8% | -23.1% | -16.5% |
| 3M | -38.1% | +18.8% | -56.9% | -34.2% |
| 6M | -44.2% | +21.9% | -66.1% | -41.1% |
| All | -44.2% | +23.4% | -67.6% | -41.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling