-7.2%
SYK vs EMR
+58.0%
-65.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.6% | -1.7% |
| 7D | -12.3% | -1.2% | -11.1% | -12.1% |
| 30D | -22.4% | -9.4% | -13.0% | -20.8% |
| 3M | -12.3% | +8.6% | -20.9% | -14.2% |
| 6M | -24.3% | +6.7% | -31.0% | -25.8% |
| YTD | -22.8% | +13.1% | -35.8% | -26.0% |
| 1Y | -28.8% | +12.7% | -41.5% | -31.9% |
| All | -7.2% | +58.0% | -65.2% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 3y: compounded portfolio wealth divided by compounded EMR 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…
3y analysis · Full analysis span regression · 6 months rolling