-22.3%
SYK vs REGN
+46.5%
-68.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.3% |
| 7D | -8.3% | +4.2% | -12.6% | -8.9% |
| 30D | -10.1% | +7.8% | -17.9% | -11.0% |
| 3M | +0.9% | +31.8% | -30.9% | -3.3% |
| 6M | -20.2% | +5.4% | -25.6% | -22.3% |
| YTD | -13.3% | +7.7% | -20.9% | -15.6% |
| 1Y | -22.3% | +46.7% | -69.0% | -23.9% |
| All | -22.3% | +46.5% | -68.8% | -23.9% |
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