-5.3%
SYK vs EXE
-18.4%
+13.1%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -2.9% | +12.3% | +9.2% |
| 7D | +11.7% | -4.7% | +16.4% | +11.4% |
| 30D | +19.1% | +1.0% | +18.1% | +19.0% |
| 3M | +1.4% | -5.6% | +7.0% | +1.1% |
| 6M | +17.4% | -12.3% | +29.8% | +17.4% |
| YTD | -2.5% | -19.5% | +17.0% | -1.3% |
| 1Y | -5.3% | -18.9% | +13.6% | -3.5% |
| All | -5.3% | -18.4% | +13.1% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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