-5.4%
REGN vs CBOE
+89.1%
-94.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.8% | -1.5% |
| 7D | -5.6% | -5.8% | +0.2% | -5.7% |
| 30D | -2.0% | -3.1% | +1.2% | -2.0% |
| 3M | +28.0% | -4.8% | +32.7% | +27.6% |
| 6M | +1.2% | -0.6% | +1.7% | +1.3% |
| YTD | +1.6% | +12.8% | -11.2% | +2.2% |
| 1Y | +38.2% | +19.8% | +18.5% | +39.3% |
| 3Y | -5.4% | +86.9% | -92.3% | -7.1% |
| All | -5.4% | +89.1% | -94.5% | -7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling