+22,282.0%
SYK vs EMR
+3,919.3%
+18,362.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.6% | -1.5% |
| 7D | -12.3% | -1.2% | -11.1% | -11.9% |
| 30D | -22.4% | -9.4% | -13.0% | -19.5% |
| 3M | -12.3% | +8.6% | -20.9% | -15.5% |
| 6M | -24.3% | +6.7% | -31.0% | -27.0% |
| YTD | -22.8% | +13.1% | -35.8% | -27.7% |
| 1Y | -28.8% | +12.7% | -41.5% | -33.5% |
| 3Y | -4.0% | +58.1% | -62.0% | -23.3% |
| 5Y | +3.8% | +63.6% | -59.8% | -18.8% |
| 10Y | +172.8% | +272.4% | -99.6% | +53.0% |
| All | +22,282.0% | +3,919.3% | +18,362.7% | +3,932.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling