+299.2%
TEVA vs FDS
-29.0%
+328.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.3% | +2.2% |
| 7D | +2.0% | -14.0% | +16.0% | +4.3% |
| 30D | +1.0% | -6.2% | +7.2% | +1.7% |
| 3M | +7.3% | +10.2% | -2.8% | +4.9% |
| 6M | +21.7% | +27.4% | -5.7% | +14.7% |
| YTD | +18.8% | -9.3% | +28.1% | +21.0% |
| 1Y | +86.5% | -28.6% | +115.1% | +104.0% |
| 3Y | +269.4% | -36.8% | +306.2% | +309.8% |
| All | +299.2% | -29.0% | +328.3% | +285.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling