+22,814.2%
SYK vs B
+790.6%
+22,023.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -1.5% | -7.4% | -8.7% |
| 7D | -12.9% | +2.3% | -15.2% | -13.0% |
| 30D | -18.5% | +1.4% | -19.8% | -18.6% |
| 3M | -8.1% | +12.2% | -20.3% | -8.7% |
| 6M | -23.8% | -2.1% | -21.6% | -23.9% |
| YTD | -20.9% | +2.9% | -23.9% | -21.4% |
| 1Y | -29.0% | +55.3% | -84.3% | -30.9% |
| 3Y | -1.7% | +198.7% | -200.4% | -7.7% |
| 5Y | +4.0% | +153.8% | -149.8% | -2.1% |
| 10Y | +168.8% | +193.4% | -24.6% | +149.1% |
| All | +22,814.2% | +790.6% | +22,023.6% | +23,707.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling