+51.8%
FTNT vs TEVA
+106.6%
-54.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -25.7% | +4.7% | -30.4% | -25.6% |
| 30D | -29.7% | +5.5% | -35.3% | -29.7% |
| 3M | -23.1% | +21.6% | -44.7% | -23.0% |
| 6M | +45.0% | +18.4% | +26.6% | +44.8% |
| YTD | +62.9% | +34.1% | +28.8% | +60.4% |
| 1Y | +51.8% | +104.5% | -52.7% | +45.1% |
| All | +51.8% | +106.6% | -54.7% | +45.1% |
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 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