+421.7%
TEVA vs FGI
-74.8%
+496.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -25.2% | +27.1% | +2.1% |
| 7D | +4.4% | -14.4% | +18.8% | +4.5% |
| 30D | +9.3% | -11.8% | +21.0% | +9.3% |
| 3M | +21.9% | -46.2% | +68.1% | +22.3% |
| 6M | +22.8% | +5.2% | +17.6% | +22.1% |
| YTD | +42.6% | +10.5% | +32.1% | +40.9% |
| 1Y | +74.2% | +25.5% | +48.7% | +72.1% |
| 3Y | +404.5% | -16.0% | +420.5% | +402.4% |
| All | +421.7% | -74.8% | +496.5% | +434.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling