+92.4%
FOXA vs TEVA
+134.5%
-42.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.9% | +0.8% |
| 7D | +0.8% | +2.0% | -1.2% | +0.4% |
| 30D | +5.0% | +1.0% | +4.1% | +4.8% |
| 3M | -3.0% | +7.3% | -10.3% | -4.3% |
| 6M | +14.8% | +21.7% | -7.0% | +10.3% |
| YTD | -8.9% | +18.8% | -27.8% | -12.1% |
| 1Y | +13.3% | +86.5% | -73.1% | +0.4% |
| 3Y | +115.4% | +269.4% | -154.0% | +62.1% |
| 5Y | +95.3% | +303.6% | -208.3% | +39.9% |
| All | +92.4% | +134.5% | -42.1% | +50.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling