+139.8%
FTNT vs TEVA
+280.8%
-141.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.0% | -3.8% | -1.9% |
| 7D | -0.1% | +2.0% | -2.1% | -0.3% |
| 30D | -3.0% | +1.0% | -3.9% | -3.1% |
| 3M | +7.6% | +7.3% | +0.3% | +6.9% |
| 6M | +87.0% | +21.7% | +65.2% | +83.3% |
| YTD | +96.5% | +18.8% | +77.7% | +92.8% |
| 1Y | +92.9% | +86.5% | +6.5% | +81.0% |
| 3Y | +139.8% | +269.4% | -129.6% | +108.5% |
| All | +139.8% | +280.8% | -141.0% | +108.5% |
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