+17.3%
SYK vs COMP
-52.3%
+69.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.1% | +3.2% | -1.5% |
| 7D | -12.3% | -8.4% | -3.9% | -11.6% |
| 30D | -22.4% | -20.2% | -2.3% | -20.9% |
| 3M | -12.3% | +28.1% | -40.4% | -14.5% |
| 6M | -24.3% | +14.9% | -39.2% | -26.0% |
| YTD | -22.8% | -4.2% | -18.6% | -23.6% |
| 1Y | -28.8% | +10.2% | -39.0% | -30.7% |
| 3Y | -4.0% | +203.3% | -207.3% | -18.7% |
| 5Y | +3.8% | -29.2% | +33.1% | -9.4% |
| All | +17.3% | -52.3% | +69.7% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling