+0.7%
FPS vs TEVA
+4.2%
-3.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.4% | -4.4% | -5.3% |
| 7D | -4.6% | -0.7% | -3.8% | -4.3% |
| 30D | -22.6% | -0.4% | -22.2% | -22.5% |
| 3M | -45.1% | +8.2% | -53.4% | -46.4% |
| 6M | -17.8% | +15.3% | -33.2% | -21.0% |
| All | +0.7% | +4.2% | -3.5% | +12.7% |
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