-5.3%
SYK vs REGN
+43.8%
-49.1%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.0% | +1.6% | -1.1% |
| 7D | +7.5% | +10.3% | -2.8% | +5.7% |
| 30D | +20.4% | +22.2% | -1.8% | +15.8% |
| 3M | -0.3% | +17.6% | -17.9% | -3.2% |
| 6M | +14.2% | +28.9% | -14.8% | +6.6% |
| YTD | -3.8% | +17.4% | -21.3% | -8.4% |
| 1Y | -5.3% | +40.9% | -46.2% | -12.6% |
| All | -5.3% | +43.8% | -49.1% | -12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling