-25.0%
TEVA vs FTV
+80.7%
-105.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.9% |
| 7D | +2.0% | -4.0% | +6.0% | +4.0% |
| 30D | +1.0% | -11.0% | +12.0% | +6.7% |
| 3M | +7.3% | -8.4% | +15.7% | +10.9% |
| 6M | +21.7% | -2.6% | +24.3% | +21.8% |
| YTD | +18.8% | -0.6% | +19.5% | +16.4% |
| 1Y | +86.5% | +11.0% | +75.5% | +72.0% |
| 3Y | +269.4% | -6.3% | +275.8% | +264.3% |
| 5Y | +303.6% | -1.5% | +305.1% | +278.7% |
| All | -25.0% | +80.7% | -105.7% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling