+22,728.0%
SYK vs RGEN
+1,550.5%
+21,177.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.3% |
| 7D | -11.8% | -4.6% | -7.2% | -11.6% |
| 30D | -20.4% | +1.2% | -21.5% | -20.4% |
| 3M | -12.1% | +26.8% | -38.9% | -13.1% |
| 6M | -24.3% | +29.1% | -53.4% | -25.4% |
| YTD | -21.2% | +0.7% | -22.0% | -21.5% |
| 1Y | -29.2% | +39.1% | -68.2% | -30.5% |
| 3Y | -2.1% | +2.2% | -4.3% | -3.4% |
| 5Y | +4.7% | -44.0% | +48.7% | +4.9% |
| 10Y | +178.2% | +412.7% | -234.5% | +155.8% |
| All | +22,728.0% | +1,550.5% | +21,177.5% | +16,367.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling