+269.4%
TEVA vs FDS
-37.4%
+306.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.3% | +2.1% |
| 7D | +2.0% | -14.0% | +16.0% | +2.5% |
| 30D | +1.0% | -6.2% | +7.2% | +1.1% |
| 3M | +7.3% | +10.2% | -2.8% | +6.7% |
| 6M | +21.7% | +27.4% | -5.7% | +19.9% |
| YTD | +18.8% | -9.3% | +28.1% | +20.7% |
| 1Y | +86.5% | -28.6% | +115.1% | +97.6% |
| 3Y | +269.4% | -36.8% | +306.2% | +285.3% |
| All | +269.4% | -37.4% | +306.8% | +285.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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