-5.3%
SYK vs B
+27.8%
-33.0%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +8.3% | +1.1% | +9.0% |
| 7D | +11.7% | +1.1% | +10.6% | +11.4% |
| 30D | +19.1% | +0.3% | +18.8% | +18.6% |
| 3M | +1.4% | +5.4% | -4.0% | +1.1% |
| 6M | +17.4% | +5.5% | +11.9% | +16.2% |
| YTD | -2.5% | -6.3% | +3.8% | -5.4% |
| 1Y | -5.3% | +29.4% | -34.7% | -9.9% |
| All | -5.3% | +27.8% | -33.0% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 1y: compounded portfolio wealth divided by compounded B 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…
1y analysis · Full analysis span regression · 6 months rolling