-25.0%
TEVA vs CBOE
+368.5%
-393.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.2% | +4.3% | +2.6% |
| 7D | +2.0% | -5.8% | +7.8% | +3.4% |
| 30D | +1.0% | -3.1% | +4.1% | +1.5% |
| 3M | +7.3% | -4.8% | +12.1% | +7.9% |
| 6M | +21.7% | -0.6% | +22.3% | +20.3% |
| YTD | +18.8% | +12.8% | +6.0% | +13.4% |
| 1Y | +86.5% | +19.8% | +66.7% | +74.9% |
| 3Y | +269.4% | +86.9% | +182.5% | +197.5% |
| 5Y | +303.6% | +136.5% | +167.1% | +196.4% |
| All | -25.0% | +368.5% | -393.5% | -55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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