+3,759.3%
REGN vs ENB
+10,603.5%
-6,844.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | -0.2% |
| 7D | -5.2% | -0.3% | -4.9% | -5.1% |
| 30D | +0.1% | -1.1% | +1.1% | +0.3% |
| 3M | +31.2% | -8.5% | +39.7% | +34.0% |
| 6M | +3.6% | -4.5% | +8.2% | +4.5% |
| YTD | +5.0% | +9.1% | -4.0% | +2.2% |
| 1Y | +45.9% | +8.0% | +37.9% | +42.2% |
| 3Y | -1.9% | +77.8% | -79.7% | -16.6% |
| 5Y | +26.2% | +69.4% | -43.2% | +7.6% |
| 10Y | +112.1% | +100.5% | +11.6% | +65.6% |
| All | +3,759.3% | +10,603.5% | -6,844.2% | +2,103.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling