+722.0%
TEVA vs FFIV
+7,502.3%
-6,780.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +1.6% | -1.5% | +3.1% | +1.7% |
| 30D | +4.0% | -2.7% | +6.6% | +4.2% |
| 3M | +10.5% | -1.7% | +12.2% | +10.5% |
| 6M | +18.4% | +36.1% | -17.7% | +14.2% |
| YTD | +17.8% | +52.6% | -34.9% | +12.1% |
| 1Y | +90.5% | +21.5% | +68.9% | +85.3% |
| 3Y | +282.1% | +142.7% | +139.4% | +243.3% |
| 5Y | +291.9% | +92.6% | +199.3% | +259.5% |
| 10Y | -24.9% | +225.5% | -250.4% | -34.4% |
| All | +722.0% | +7,502.3% | -6,780.3% | +425.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling