-7.2%
SYK vs RGEN
+1.9%
-9.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.7% | -1.9% |
| 7D | -12.3% | -2.9% | -9.4% | -12.0% |
| 30D | -22.4% | -0.1% | -22.4% | -22.5% |
| 3M | -12.3% | +25.9% | -38.3% | -15.0% |
| 6M | -24.3% | +35.2% | -59.5% | -27.4% |
| YTD | -22.8% | +0.5% | -23.3% | -23.5% |
| 1Y | -28.8% | +37.0% | -65.7% | -32.3% |
| All | -7.2% | +1.9% | -9.1% | -13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling