+97.5%
REGN vs CBOE
+368.5%
-271.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.8% | -1.1% |
| 7D | -5.6% | -5.8% | +0.2% | -4.6% |
| 30D | -2.0% | -3.1% | +1.2% | -1.6% |
| 3M | +28.0% | -4.8% | +32.7% | +28.4% |
| 6M | +1.2% | -0.6% | +1.7% | +0.2% |
| YTD | +1.6% | +12.8% | -11.2% | -2.0% |
| 1Y | +38.2% | +19.8% | +18.5% | +31.6% |
| 3Y | -5.4% | +86.9% | -92.3% | -19.7% |
| 5Y | +21.3% | +136.5% | -115.3% | -3.7% |
| All | +97.5% | +368.5% | -271.1% | +7.3% |
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