+167.6%
SYK vs A
+247.2%
-79.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.8% | -1.4% |
| 7D | -12.3% | -4.6% | -7.8% | -10.3% |
| 30D | -22.4% | -4.3% | -18.2% | -20.9% |
| 3M | -12.3% | +8.9% | -21.3% | -16.0% |
| 6M | -24.3% | +24.5% | -48.8% | -32.6% |
| YTD | -22.8% | +5.8% | -28.6% | -25.9% |
| 1Y | -28.8% | +16.2% | -45.0% | -35.2% |
| 3Y | -4.0% | +28.5% | -32.4% | -20.9% |
| 5Y | +3.8% | -16.3% | +20.2% | +6.3% |
| All | +167.6% | +247.2% | -79.6% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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