+5.0%
SYK vs EMR
+62.5%
-57.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.6% | -1.5% |
| 7D | -12.3% | -1.2% | -11.1% | -12.0% |
| 30D | -22.4% | -9.4% | -13.0% | -19.9% |
| 3M | -12.3% | +8.6% | -20.9% | -15.2% |
| 6M | -24.3% | +6.7% | -31.0% | -26.7% |
| YTD | -22.8% | +13.1% | -35.8% | -27.6% |
| 1Y | -28.8% | +12.7% | -41.5% | -33.5% |
| 3Y | -4.0% | +58.1% | -62.0% | -25.3% |
| All | +5.0% | +62.5% | -57.5% | -22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling