-29.8%
SYK vs RGEN
+38.3%
-68.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.7% | -1.9% |
| 7D | -12.3% | -2.9% | -9.4% | -12.1% |
| 30D | -22.4% | -0.1% | -22.4% | -22.5% |
| 3M | -12.3% | +25.9% | -38.3% | -14.7% |
| 6M | -24.3% | +35.2% | -59.5% | -27.1% |
| YTD | -22.8% | +0.5% | -23.3% | -24.4% |
| All | -29.8% | +38.3% | -68.1% | -32.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling