-24.0%
SYK vs ALL
+21.1%
-45.1%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -2.4% | -6.5% | -7.6% |
| 7D | -12.9% | -1.7% | -11.2% | -12.1% |
| 30D | -18.5% | -4.7% | -13.8% | -16.6% |
| 3M | -8.1% | +18.4% | -26.4% | -15.1% |
| All | -24.0% | +21.1% | -45.1% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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