-22.4%
TEVA vs FIVN
+285.7%
-308.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.7% | +1.9% |
| 7D | +2.0% | -7.8% | +9.9% | +3.1% |
| 30D | +1.0% | -1.7% | +2.7% | +1.0% |
| 3M | +7.3% | +47.2% | -39.9% | +0.9% |
| 6M | +21.7% | +82.7% | -61.0% | +9.7% |
| YTD | +18.8% | +52.9% | -34.1% | +9.2% |
| 1Y | +86.5% | +17.5% | +69.0% | +77.3% |
| 3Y | +269.4% | -55.8% | +325.2% | +291.0% |
| 5Y | +303.6% | -82.3% | +385.9% | +367.2% |
| 10Y | -22.9% | +116.5% | -139.5% | -36.6% |
| All | -22.4% | +285.7% | -308.1% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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