+167.6%
SYK vs RGEN
+414.1%
-246.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.7% | -1.9% |
| 7D | -12.3% | -2.9% | -9.4% | -11.9% |
| 30D | -22.4% | -0.1% | -22.4% | -22.5% |
| 3M | -12.3% | +25.9% | -38.3% | -16.1% |
| 6M | -24.3% | +35.2% | -59.5% | -28.8% |
| YTD | -22.8% | +0.5% | -23.3% | -23.8% |
| 1Y | -28.8% | +37.0% | -65.7% | -33.7% |
| 3Y | -4.0% | +2.0% | -6.0% | -9.8% |
| 5Y | +3.8% | -44.2% | +48.0% | +4.3% |
| All | +167.6% | +414.1% | -246.6% | +83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 10y: compounded portfolio wealth divided by compounded RGEN 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…
10y analysis · Full analysis span regression · 6 months rolling