-84.3%
FRMI vs TEVA
+80.4%
-164.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.7% | +6.1% | +5.4% |
| 7D | +2.4% | -0.2% | +2.6% | +2.4% |
| 30D | -17.3% | +4.7% | -22.0% | -17.3% |
| 3M | -17.2% | +5.6% | -22.8% | -16.3% |
| 6M | -43.4% | +10.5% | -53.8% | -44.2% |
| YTD | -36.0% | +16.5% | -52.5% | -38.5% |
| All | -84.3% | +80.4% | -164.7% | -86.7% |
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 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