+948.8%
TEVA vs FDS
+8,778.1%
-7,829.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +1.0% |
| 7D | -1.7% | -8.8% | +7.1% | +0.1% |
| 30D | +2.0% | -1.4% | +3.3% | +2.0% |
| 3M | +7.0% | +13.9% | -6.9% | +3.1% |
| 6M | +17.0% | +27.4% | -10.4% | +9.3% |
| YTD | +18.1% | -2.5% | +20.5% | +16.1% |
| 1Y | +87.2% | -23.8% | +111.0% | +93.5% |
| 3Y | +283.1% | -32.5% | +315.5% | +303.0% |
| 5Y | +298.4% | -23.2% | +321.6% | +305.2% |
| 10Y | -23.4% | +76.4% | -99.8% | -34.6% |
| All | +948.8% | +8,778.1% | -7,829.3% | +385.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling