+69.1%
ENB vs RGEN
-42.7%
+111.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | -0.5% | -0.9% | +0.4% | -0.4% |
| 30D | -0.2% | +2.8% | -3.0% | -0.4% |
| 3M | -7.5% | +34.5% | -42.0% | -9.2% |
| 6M | -4.1% | +40.5% | -44.6% | -6.4% |
| YTD | +9.8% | +2.8% | +7.0% | +9.3% |
| 1Y | +8.7% | +39.6% | -30.9% | +5.7% |
| 3Y | +79.0% | +4.4% | +74.6% | +74.5% |
| 5Y | +69.1% | -42.8% | +111.8% | +62.8% |
| All | +69.1% | -42.7% | +111.8% | +62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling