+7.2%
SYK vs CAPR
+69.4%
-62.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.2% | +2.1% |
| 7D | -9.1% | -11.0% | +1.9% | -9.1% |
| 30D | -20.6% | +99.8% | -120.4% | -20.8% |
| 3M | -9.6% | -66.6% | +57.0% | -9.5% |
| 6M | -19.9% | -75.1% | +55.2% | -19.7% |
| YTD | -21.2% | -71.0% | +49.8% | -21.1% |
| 1Y | -28.4% | +30.0% | -58.4% | -29.4% |
| 3Y | -5.3% | +29.0% | -34.3% | -9.7% |
| All | +7.2% | +69.4% | -62.3% | -3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling