+13,688.8%
SYK vs REGN
+3,485.7%
+10,203.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.5% | +2.2% |
| 7D | -9.1% | -5.6% | -3.5% | -8.6% |
| 30D | -20.6% | -2.0% | -18.7% | -20.5% |
| 3M | -9.6% | +28.0% | -37.6% | -11.7% |
| 6M | -19.9% | +1.2% | -21.0% | -20.1% |
| YTD | -21.2% | +1.6% | -22.8% | -21.4% |
| 1Y | -28.4% | +38.2% | -66.6% | -30.8% |
| 3Y | -5.3% | -5.4% | 0.0% | -5.9% |
| 5Y | +6.0% | +21.3% | -15.3% | +2.6% |
| 10Y | +178.4% | +105.2% | +73.2% | +153.4% |
| All | +13,688.8% | +3,485.7% | +10,203.0% | +6,532.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling