+16.5%
FSLR vs TEVA
+280.8%
-264.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.5% |
| 7D | +2.2% | +2.0% | +0.2% | +1.8% |
| 30D | -7.8% | +1.0% | -8.8% | -8.0% |
| 3M | -22.9% | +7.3% | -30.2% | -24.3% |
| 6M | +4.4% | +21.7% | -17.3% | -0.8% |
| YTD | -20.0% | +18.8% | -38.8% | -23.6% |
| 1Y | +2.8% | +86.5% | -83.7% | -11.2% |
| 3Y | +16.5% | +269.4% | -252.9% | -21.3% |
| All | +16.5% | +280.8% | -264.3% | -21.3% |
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 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