+23.4%
REGN vs ENTG
+16.8%
+6.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.6% | -1.7% |
| 7D | -5.6% | +1.2% | -6.8% | -5.7% |
| 30D | -2.0% | -12.9% | +10.9% | -0.6% |
| 3M | +28.0% | -3.1% | +31.0% | +26.4% |
| 6M | +1.2% | +21.0% | -19.9% | -3.8% |
| YTD | +1.6% | +67.0% | -65.4% | -7.9% |
| 1Y | +38.2% | +68.6% | -30.4% | +23.9% |
| 3Y | -5.4% | +48.6% | -54.0% | -16.2% |
| All | +23.4% | +16.8% | +6.5% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 ENTG 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