+452.7%
SYK vs CAPR
-99.1%
+551.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -3.6% | -5.2% | -8.8% |
| 7D | -12.9% | -9.5% | -3.4% | -12.8% |
| 30D | -18.5% | +121.5% | -140.0% | -19.1% |
| 3M | -8.1% | -65.4% | +57.3% | -7.8% |
| 6M | -23.8% | -67.5% | +43.8% | -23.5% |
| YTD | -20.9% | -68.6% | +47.7% | -20.7% |
| 1Y | -29.0% | +42.7% | -71.6% | -31.1% |
| 3Y | -1.7% | +43.4% | -45.0% | -6.1% |
| 5Y | +4.0% | +86.0% | -82.1% | -1.6% |
| 10Y | +168.8% | -77.4% | +246.2% | +146.4% |
| All | +452.7% | -99.1% | +551.7% | +411.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling