+3.2%
PEP vs SYK
+3.4%
-0.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +1.9% | +0.4% |
| 7D | -1.4% | -12.3% | +11.0% | +1.6% |
| 30D | -0.2% | -22.4% | +22.2% | +5.8% |
| 3M | -4.3% | -12.3% | +8.0% | -1.6% |
| 6M | -13.2% | -24.3% | +11.1% | -7.9% |
| YTD | -1.9% | -22.8% | +20.9% | +3.5% |
| 1Y | -0.3% | -28.8% | +28.4% | +7.1% |
| 3Y | -13.6% | -4.0% | -9.6% | -15.0% |
| All | +3.2% | +3.4% | -0.2% | -3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling