-7.2%
SYK vs EXC
+19.7%
-27.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -1.8% |
| 7D | -12.3% | -1.6% | -10.7% | -12.0% |
| 30D | -22.4% | -2.4% | -20.1% | -22.0% |
| 3M | -12.3% | -4.0% | -8.4% | -11.4% |
| 6M | -24.3% | -9.8% | -14.5% | -22.6% |
| YTD | -22.8% | +2.3% | -25.1% | -23.2% |
| 1Y | -28.8% | +3.8% | -32.6% | -29.4% |
| All | -7.2% | +19.7% | -27.0% | -10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling