-7.2%
SYK vs B
+190.9%
-198.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.6% | -1.8% |
| 7D | -12.3% | -5.0% | -7.3% | -12.1% |
| 30D | -22.4% | +8.7% | -31.2% | -22.8% |
| 3M | -12.3% | +17.3% | -29.6% | -13.3% |
| 6M | -24.3% | -5.0% | -19.3% | -24.3% |
| YTD | -22.8% | +1.4% | -24.2% | -23.6% |
| 1Y | -28.8% | +50.5% | -79.3% | -32.4% |
| All | -7.2% | +190.9% | -198.1% | -19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling