+86.8%
ACN vs SYK
+173.6%
-86.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.2% | +2.3% |
| 7D | -7.9% | -12.3% | +4.5% | -1.2% |
| 30D | -1.1% | -22.4% | +21.4% | +13.3% |
| 3M | +5.6% | -12.3% | +17.9% | +12.6% |
| 6M | -9.9% | -24.3% | +14.4% | +3.4% |
| YTD | -32.3% | -22.8% | -9.6% | -23.2% |
| 1Y | -25.3% | -28.8% | +3.5% | -11.6% |
| 3Y | -42.3% | -4.0% | -38.3% | -43.3% |
| 5Y | -43.5% | +3.8% | -47.3% | -48.1% |
| All | +86.8% | +173.6% | -86.8% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 SYK 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