+326.3%
TEVA vs FGI
-70.4%
+396.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.5% | -8.3% | -0.8% |
| 7D | -0.2% | +0.5% | -0.8% | -0.2% |
| 30D | +4.7% | +65.4% | -60.7% | +3.9% |
| 3M | +5.6% | +23.5% | -17.9% | +5.0% |
| 6M | +10.5% | +60.5% | -50.0% | +9.0% |
| YTD | +16.5% | +30.0% | -13.5% | +15.1% |
| 1Y | +96.8% | +82.1% | +14.7% | +93.4% |
| 3Y | +269.5% | -4.4% | +273.9% | +268.5% |
| All | +326.3% | -70.4% | +396.6% | +336.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling