-5.0%
SHOP vs SYK
-23.3%
+18.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.1% | -5.4% |
| 7D | -10.6% | -11.8% | +1.2% | -7.8% |
| 30D | -18.3% | -20.4% | +2.1% | -14.2% |
| 3M | +14.8% | -12.1% | +26.9% | +19.5% |
| 6M | -5.0% | -24.3% | +19.3% | +11.8% |
| All | -5.0% | -23.3% | +18.2% | +11.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling