+2,040.8%
SYK vs EW
+6,681.4%
-4,640.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | -11.8% | -5.1% | -6.7% | -10.2% |
| 30D | -20.4% | -6.4% | -14.0% | -18.6% |
| 3M | -12.1% | -1.6% | -10.5% | -11.5% |
| 6M | -24.3% | +2.3% | -26.6% | -24.9% |
| YTD | -21.2% | +1.1% | -22.3% | -21.6% |
| 1Y | -29.2% | +8.0% | -37.2% | -31.1% |
| 3Y | -2.1% | +16.3% | -18.4% | -10.3% |
| 5Y | +4.7% | -29.4% | +34.2% | +11.2% |
| 10Y | +178.2% | +125.6% | +52.6% | +113.7% |
| All | +2,040.8% | +6,681.4% | -4,640.6% | +689.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling