+21.7%
TEVA vs CBOE
-1.0%
+22.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.2% | +4.3% | +2.2% |
| 7D | +2.0% | -5.8% | +7.8% | +2.4% |
| 30D | +1.0% | -3.1% | +4.1% | +1.0% |
| 3M | +7.3% | -4.8% | +12.1% | +8.2% |
| 6M | +21.7% | -0.6% | +22.3% | +25.4% |
| All | +21.7% | -1.0% | +22.7% | +25.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling