+22,814.2%
SYK vs EXC
+2,371.2%
+20,443.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.7% | -9.5% | -9.0% |
| 7D | -12.9% | +1.2% | -14.1% | -13.3% |
| 30D | -18.5% | -2.7% | -15.7% | -17.8% |
| 3M | -8.1% | -1.0% | -7.1% | -7.8% |
| 6M | -23.8% | -9.3% | -14.5% | -21.6% |
| YTD | -20.9% | +3.6% | -24.5% | -22.0% |
| 1Y | -29.0% | +5.9% | -34.9% | -30.5% |
| 3Y | -1.7% | +21.3% | -23.0% | -8.8% |
| 5Y | +4.0% | +46.2% | -42.2% | -9.3% |
| 10Y | +168.8% | +151.5% | +17.3% | +100.1% |
| All | +22,814.2% | +2,371.2% | +20,443.0% | +9,232.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling