+1,426.1%
SYK vs EWZ
+446.0%
+980.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.2% | -2.3% |
| 7D | -12.3% | +1.1% | -13.5% | -12.6% |
| 30D | -22.4% | +13.5% | -35.9% | -25.0% |
| 3M | -12.3% | +15.2% | -27.6% | -15.7% |
| 6M | -24.3% | +3.7% | -28.0% | -25.5% |
| YTD | -22.8% | +22.5% | -45.3% | -27.3% |
| 1Y | -28.8% | +35.3% | -64.0% | -34.8% |
| 3Y | -4.0% | +50.2% | -54.2% | -15.4% |
| 5Y | +3.8% | +64.6% | -60.7% | -12.7% |
| 10Y | +172.8% | +95.0% | +77.8% | +106.2% |
| All | +1,426.1% | +446.0% | +980.1% | +746.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling