-24.3%
SYK vs EW
+6.6%
-30.9%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | 0.0% |
| 7D | -11.8% | -5.1% | -6.7% | -8.8% |
| 30D | -20.4% | -6.4% | -14.0% | -17.0% |
| 3M | -12.1% | -1.6% | -10.5% | -10.5% |
| 6M | -24.3% | +2.3% | -26.6% | -24.5% |
| All | -24.3% | +6.6% | -30.9% | -24.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling