+19,618.9%
ETN vs REGN
+3,485.7%
+16,133.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.5% | +5.4% | +4.1% |
| 7D | +3.5% | -5.6% | +9.1% | +4.0% |
| 30D | -7.5% | -2.0% | -5.6% | -7.4% |
| 3M | +8.3% | +28.0% | -19.6% | +5.9% |
| 6M | +20.2% | +1.2% | +19.0% | +19.8% |
| YTD | +34.7% | +1.6% | +33.0% | +34.2% |
| 1Y | +19.4% | +38.2% | -18.8% | +15.6% |
| 3Y | +85.5% | -5.4% | +90.9% | +84.4% |
| 5Y | +186.6% | +21.3% | +165.3% | +177.6% |
| 10Y | +724.7% | +105.2% | +619.5% | +654.0% |
| All | +19,618.9% | +3,485.7% | +16,133.1% | +12,508.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling