+299.2%
TEVA vs FFIV
+101.9%
+197.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.3% | -1.3% | +1.2% |
| 7D | +2.0% | +5.4% | -3.4% | +0.6% |
| 30D | +1.0% | -2.7% | +3.6% | +1.5% |
| 3M | +7.3% | +4.5% | +2.8% | +5.3% |
| 6M | +21.7% | +42.2% | -20.5% | +8.7% |
| YTD | +18.8% | +61.3% | -42.5% | +1.7% |
| 1Y | +86.5% | +23.0% | +63.4% | +72.0% |
| 3Y | +269.4% | +156.3% | +113.2% | +148.9% |
| All | +299.2% | +101.9% | +197.3% | +189.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling