+3.2%
ENB vs RGEN
+39.1%
-35.8%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.2% | -3.6% | -3.9% |
| 7D | -4.6% | -2.9% | -1.6% | -4.7% |
| 30D | -5.2% | -0.1% | -5.2% | -5.2% |
| 3M | -13.4% | +25.9% | -39.3% | -12.5% |
| 6M | -7.8% | +35.2% | -43.0% | -6.6% |
| YTD | +4.9% | +0.5% | +4.4% | +4.7% |
| 1Y | +3.2% | +37.0% | -33.7% | +4.4% |
| All | +3.2% | +39.1% | -35.8% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 1y: compounded portfolio wealth divided by compounded RGEN 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…
1y analysis · Full analysis span regression · 6 months rolling