-93.2%
FRMI vs TEVA
+106.6%
-199.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -0.1% | -10.4% | -10.6% |
| 7D | -39.7% | +4.7% | -44.4% | -39.8% |
| 30D | -55.2% | +5.5% | -60.7% | -55.2% |
| 3M | -71.2% | +21.6% | -92.7% | -71.2% |
| 6M | -64.1% | +18.4% | -82.5% | -63.5% |
| YTD | -77.2% | +34.1% | -111.3% | -78.1% |
| 1Y | -93.2% | +104.5% | -197.7% | -94.3% |
| All | -93.2% | +106.6% | -199.7% | -94.3% |
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