+2,774.9%
REGN vs CBOE
+978.8%
+1,796.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.8% | -0.9% |
| 7D | -5.6% | -5.8% | +0.2% | -4.1% |
| 30D | -2.0% | -3.1% | +1.2% | -1.4% |
| 3M | +28.0% | -4.8% | +32.7% | +28.6% |
| 6M | +1.2% | -0.6% | +1.7% | -0.4% |
| YTD | +1.6% | +12.8% | -11.2% | -3.8% |
| 1Y | +38.2% | +19.8% | +18.5% | +28.3% |
| 3Y | -5.4% | +86.9% | -92.3% | -25.2% |
| 5Y | +21.3% | +136.5% | -115.3% | -12.4% |
| 10Y | +105.2% | +368.4% | -263.2% | +4.5% |
| All | +2,774.9% | +978.8% | +1,796.1% | +908.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling