+167.6%
SYK vs EMB
+30.4%
+137.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.1% | -1.0% |
| 7D | -12.3% | -1.1% | -11.2% | -11.2% |
| 30D | -22.4% | -1.1% | -21.4% | -21.4% |
| 3M | -12.3% | -0.8% | -11.6% | -11.5% |
| 6M | -24.3% | -0.1% | -24.3% | -24.3% |
| YTD | -22.8% | +0.4% | -23.2% | -23.2% |
| 1Y | -28.8% | +3.3% | -32.1% | -31.5% |
| 3Y | -4.0% | +29.0% | -33.0% | -29.0% |
| 5Y | +3.8% | +6.3% | -2.5% | -1.1% |
| All | +167.6% | +30.4% | +137.1% | +107.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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