-5.3%
SYK vs EWZ
+7.8%
-13.1%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.6% | +7.7% | +9.3% |
| 7D | +11.7% | -4.1% | +15.8% | +11.8% |
| 30D | +19.1% | -25.0% | +44.0% | +19.3% |
| 3M | +1.4% | -10.6% | +12.1% | +1.6% |
| 6M | +17.4% | -16.6% | +34.1% | +18.0% |
| YTD | -2.5% | +2.5% | -5.0% | -2.8% |
| 1Y | -5.3% | +8.1% | -13.4% | -4.6% |
| All | -5.3% | +7.8% | -13.1% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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