-5.3%
SYK vs EXC
+1.0%
-6.3%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.6% | +7.7% | +8.9% |
| 7D | +11.7% | +3.3% | +8.4% | +10.7% |
| 30D | +19.1% | +13.3% | +5.8% | +15.0% |
| 3M | +1.4% | +1.8% | -0.4% | +0.8% |
| 6M | +17.4% | +1.1% | +16.4% | +16.7% |
| YTD | -2.5% | +9.0% | -11.6% | -3.7% |
| 1Y | -5.3% | +3.4% | -8.7% | -6.8% |
| All | -5.3% | +1.0% | -6.3% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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