-5.3%
SYK vs CAPR
+47.4%
-52.7%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +8.3% | +1.1% | +9.4% |
| 7D | +11.7% | +43.2% | -31.5% | +11.7% |
| 30D | +19.1% | +14.7% | +4.4% | +19.0% |
| 3M | +1.4% | +113.9% | -112.5% | +1.5% |
| 6M | +17.4% | -73.4% | +90.8% | +17.3% |
| YTD | -2.5% | -69.1% | +66.6% | -2.6% |
| 1Y | -5.3% | +47.2% | -52.5% | -5.2% |
| All | -5.3% | +47.4% | -52.7% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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