+23.4%
REGN vs ENB
+61.6%
-38.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.3% |
| 7D | -5.6% | -4.7% | -0.9% | -4.7% |
| 30D | -2.0% | -5.9% | +3.9% | -0.8% |
| 3M | +28.0% | -14.2% | +42.2% | +31.8% |
| 6M | +1.2% | -8.6% | +9.7% | +2.6% |
| YTD | +1.6% | +3.9% | -2.3% | +0.2% |
| 1Y | +38.2% | +1.8% | +36.4% | +36.8% |
| 3Y | -5.4% | +68.5% | -73.9% | -17.7% |
| All | +23.4% | +61.6% | -38.2% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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