-7.2%
SYK vs CAPR
+31.5%
-38.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.9% | +2.0% | -2.0% |
| 7D | -12.3% | -10.6% | -1.8% | -12.3% |
| 30D | -22.4% | +111.2% | -133.6% | -22.4% |
| 3M | -12.3% | -67.2% | +54.9% | -12.4% |
| 6M | -24.3% | -75.1% | +50.8% | -24.3% |
| YTD | -22.8% | -71.2% | +48.5% | -22.8% |
| 1Y | -28.8% | +31.1% | -59.9% | -29.0% |
| All | -7.2% | +31.5% | -38.8% | -9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling