+167.6%
SYK vs EQT
+52.9%
+114.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.0% |
| 7D | -12.3% | -1.2% | -11.2% | -12.2% |
| 30D | -22.4% | +1.1% | -23.5% | -22.5% |
| 3M | -12.3% | +4.8% | -17.1% | -12.9% |
| 6M | -24.3% | -10.6% | -13.7% | -23.6% |
| YTD | -22.8% | +3.4% | -26.2% | -23.3% |
| 1Y | -28.8% | +8.7% | -37.5% | -29.7% |
| 3Y | -4.0% | +35.0% | -38.9% | -8.4% |
| 5Y | +3.8% | +204.2% | -200.4% | -10.0% |
| All | +167.6% | +52.9% | +114.7% | +127.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 EQT 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