+27.6%
SYK vs COMP
-14.2%
+41.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.7% | -4.4% | -2.0% |
| 7D | -6.1% | +2.2% | -8.3% | -6.5% |
| 30D | +12.8% | +16.3% | -3.5% | +11.0% |
| 3M | -8.1% | -19.1% | +11.0% | -6.6% |
| 6M | +13.5% | +17.1% | -3.6% | +10.9% |
| YTD | -8.5% | -2.9% | -5.6% | -9.9% |
| 1Y | -11.4% | +8.8% | -20.2% | -13.8% |
| 3Y | +20.0% | +423.5% | -403.5% | -5.3% |
| 5Y | +27.6% | -10.5% | +38.0% | +16.5% |
| All | +27.6% | -14.2% | +41.8% | +16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling