+7.2%
SYK vs EXC
+43.4%
-36.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.2% |
| 7D | -9.1% | -1.1% | -8.0% | -8.8% |
| 30D | -20.6% | -3.6% | -17.0% | -19.6% |
| 3M | -9.6% | -4.3% | -5.3% | -8.2% |
| 6M | -19.9% | -9.9% | -9.9% | -17.0% |
| YTD | -21.2% | +1.8% | -22.9% | -22.0% |
| 1Y | -28.4% | +2.9% | -31.3% | -29.5% |
| 3Y | -5.3% | +19.1% | -24.4% | -12.6% |
| All | +7.2% | +43.4% | -36.2% | -8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling