+908.9%
FTAI vs TEVA
+300.5%
+608.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.0% | +1.3% | +2.7% |
| 7D | -5.2% | +2.0% | -7.2% | -5.7% |
| 30D | -17.9% | +1.0% | -18.9% | -18.2% |
| 3M | -22.7% | +7.3% | -30.1% | -24.8% |
| 6M | -28.0% | +21.7% | -49.7% | -32.5% |
| YTD | -5.0% | +18.8% | -23.8% | -10.2% |
| 1Y | +10.4% | +86.5% | -76.1% | -8.8% |
| 3Y | +425.2% | +269.4% | +155.8% | +239.1% |
| All | +908.9% | +300.5% | +608.4% | +507.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling