+2,072.5%
FTNT vs TEVA
-22.9%
+2,095.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.0% | -3.8% | -2.1% |
| 7D | -0.1% | +2.0% | -2.1% | -0.5% |
| 30D | -3.0% | +1.0% | -3.9% | -3.2% |
| 3M | +7.6% | +7.3% | +0.3% | +6.0% |
| 6M | +87.0% | +21.7% | +65.2% | +79.8% |
| YTD | +96.5% | +18.8% | +77.7% | +89.4% |
| 1Y | +92.9% | +86.5% | +6.5% | +71.3% |
| 3Y | +139.8% | +269.4% | -129.6% | +82.5% |
| 5Y | +151.3% | +303.6% | -152.3% | +82.5% |
| All | +2,072.5% | -22.9% | +2,095.4% | +1,581.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling