+262.1%
TEVA vs FFIV
+147.5%
+114.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.2% | -1.2% |
| 7D | -0.7% | +1.6% | -2.4% | -0.9% |
| 30D | -0.4% | -3.7% | +3.4% | 0.0% |
| 3M | +8.2% | +2.0% | +6.3% | +7.6% |
| 6M | +15.3% | +39.3% | -23.9% | +9.0% |
| YTD | +16.5% | +56.1% | -39.6% | +8.2% |
| 1Y | +85.7% | +22.0% | +63.8% | +77.0% |
| All | +262.1% | +147.5% | +114.6% | +185.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling