+3.8%
SYK vs ACWI
+65.2%
-61.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.1% | -1.3% |
| 7D | -12.3% | -1.9% | -10.4% | -10.9% |
| 30D | -22.4% | -1.3% | -21.1% | -21.6% |
| 3M | -12.3% | +5.0% | -17.3% | -16.2% |
| 6M | -24.3% | +11.7% | -36.0% | -31.7% |
| YTD | -22.8% | +13.0% | -35.7% | -31.2% |
| 1Y | -28.8% | +19.2% | -48.0% | -39.8% |
| 3Y | -4.0% | +75.0% | -79.0% | -44.4% |
| 5Y | +3.8% | +67.1% | -63.2% | -36.4% |
| All | +3.8% | +65.2% | -61.3% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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