+19.7%
TEVA vs FND
+56.5%
-36.8%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.8% |
| 7D | +2.0% | -5.8% | +7.8% | +3.7% |
| 30D | +1.0% | -20.2% | +21.2% | +7.3% |
| 3M | +7.3% | -12.0% | +19.3% | +10.0% |
| 6M | +21.7% | -18.5% | +40.2% | +26.5% |
| YTD | +18.8% | -22.3% | +41.1% | +24.0% |
| 1Y | +86.5% | -47.6% | +134.1% | +117.6% |
| 3Y | +269.4% | -49.8% | +319.2% | +314.6% |
| 5Y | +303.6% | -63.0% | +366.6% | +368.8% |
| All | +19.7% | +56.5% | -36.8% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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