+7,082.7%
SYK vs EME
+60,670.1%
-53,587.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.8% |
| 7D | -12.3% | +0.9% | -13.3% | -12.6% |
| 30D | -22.4% | -8.4% | -14.1% | -21.1% |
| 3M | -12.3% | -3.6% | -8.7% | -12.8% |
| 6M | -24.3% | +3.6% | -27.9% | -26.3% |
| YTD | -22.8% | +22.5% | -45.3% | -28.0% |
| 1Y | -28.8% | +18.2% | -47.0% | -33.8% |
| 3Y | -4.0% | +238.4% | -242.3% | -32.8% |
| 5Y | +3.8% | +550.5% | -546.7% | -38.6% |
| 10Y | +172.8% | +1,295.3% | -1,122.5% | +32.8% |
| All | +7,082.7% | +60,670.1% | -53,587.4% | +2,133.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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