-25.0%
TEVA vs FFIV
+249.4%
-274.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.3% | -1.3% | +0.8% |
| 7D | +2.0% | +5.4% | -3.4% | -0.1% |
| 30D | +1.0% | -2.7% | +3.6% | +1.7% |
| 3M | +7.3% | +4.5% | +2.8% | +4.4% |
| 6M | +21.7% | +42.2% | -20.5% | +4.0% |
| YTD | +18.8% | +61.3% | -42.5% | -4.3% |
| 1Y | +86.5% | +23.0% | +63.4% | +66.5% |
| 3Y | +269.4% | +156.3% | +113.2% | +125.9% |
| 5Y | +303.6% | +102.9% | +200.7% | +168.5% |
| All | -25.0% | +249.4% | -274.3% | -61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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