+267.0%
TEVA vs FGI
-1.2%
+268.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.1% | +0.2% |
| 7D | -1.7% | +14.7% | -16.4% | -1.7% |
| 30D | +2.0% | +67.0% | -65.0% | +2.2% |
| 3M | +7.0% | +31.0% | -24.1% | +7.2% |
| 6M | +17.0% | +126.8% | -109.8% | +17.7% |
| YTD | +18.1% | +35.6% | -17.5% | +18.5% |
| 1Y | +87.2% | +108.9% | -21.7% | +91.5% |
| All | +267.0% | -1.2% | +268.2% | +288.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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