+2,044.7%
SYK vs A
+434.5%
+1,610.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.1% | -0.1% |
| 7D | -11.8% | -4.4% | -7.4% | -10.9% |
| 30D | -20.4% | -2.7% | -17.7% | -19.9% |
| 3M | -12.1% | +7.0% | -19.1% | -13.4% |
| 6M | -24.3% | +24.6% | -49.0% | -28.2% |
| YTD | -21.2% | +7.0% | -28.2% | -22.8% |
| 1Y | -29.2% | +15.6% | -44.7% | -31.9% |
| 3Y | -2.1% | +29.9% | -32.0% | -9.2% |
| 5Y | +4.7% | -15.4% | +20.1% | +5.6% |
| 10Y | +178.2% | +248.9% | -70.6% | +116.1% |
| All | +2,044.7% | +434.5% | +1,610.2% | +1,244.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling