+85.5%
ETN vs REGN
-4.3%
+89.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.5% | +5.4% | +4.2% |
| 7D | +3.5% | -5.6% | +9.1% | +4.4% |
| 30D | -7.5% | -2.0% | -5.6% | -7.4% |
| 3M | +8.3% | +28.0% | -19.6% | +3.9% |
| 6M | +20.2% | +1.2% | +19.0% | +19.7% |
| YTD | +34.7% | +1.6% | +33.0% | +33.9% |
| 1Y | +19.4% | +38.2% | -18.8% | +12.7% |
| 3Y | +85.5% | -5.4% | +90.9% | +89.0% |
| All | +85.5% | -4.3% | +89.8% | +89.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling