-14.4%
ETN vs REGN
+43.8%
-58.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -3.0% | -4.4% | -7.3% |
| 7D | -16.9% | +10.3% | -27.2% | -16.3% |
| 30D | -26.5% | +22.2% | -48.8% | -26.5% |
| 3M | -26.7% | +17.6% | -44.3% | -26.7% |
| 6M | -20.0% | +28.9% | -48.9% | -20.3% |
| YTD | +3.5% | +17.4% | -13.9% | +3.6% |
| 1Y | -14.4% | +40.9% | -55.3% | -9.9% |
| All | -14.4% | +43.8% | -58.2% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 REGN 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