-27.4%
SYK vs COMP
+13.5%
-40.9%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | -11.8% | +0.8% | -12.6% | -11.8% |
| 30D | -20.4% | -13.9% | -6.5% | -19.7% |
| 3M | -12.1% | +30.7% | -42.8% | -13.2% |
| 6M | -24.3% | +18.7% | -43.0% | -25.5% |
| YTD | -21.2% | +1.0% | -22.3% | -22.6% |
| All | -27.4% | +13.5% | -40.9% | -30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling