-22.6%
FPS vs TEVA
+19.9%
-42.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -0.1% | -17.2% | -17.3% |
| 7D | -23.3% | +4.7% | -28.0% | -24.5% |
| 30D | -42.4% | +5.5% | -47.9% | -43.3% |
| 3M | -43.0% | +21.6% | -64.6% | -46.9% |
| 6M | -44.5% | +18.4% | -62.9% | -46.5% |
| All | -22.6% | +19.9% | -42.5% | -17.5% |
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