-5.3%
SYK vs EW
+19.7%
-24.9%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +4.4% | +5.0% | +6.7% |
| 7D | +11.7% | +8.3% | +3.5% | +7.0% |
| 30D | +19.1% | +13.9% | +5.2% | +11.0% |
| 3M | +1.4% | +10.9% | -9.5% | -4.0% |
| 6M | +17.4% | +19.2% | -1.8% | +7.9% |
| YTD | -2.5% | +16.6% | -19.1% | -9.0% |
| 1Y | -5.3% | +18.1% | -23.4% | -12.0% |
| All | -5.3% | +19.7% | -24.9% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 1y: compounded portfolio wealth divided by compounded EW 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…
1y analysis · Full analysis span regression · 6 months rolling