+20.0%
SYK vs EXE
+182.2%
-162.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.1% | +4.2% | +2.3% |
| 7D | -9.1% | -3.1% | -5.9% | -8.7% |
| 30D | -20.6% | -0.9% | -19.7% | -20.6% |
| 3M | -9.6% | +9.6% | -19.2% | -10.9% |
| 6M | -19.9% | -11.6% | -8.3% | -18.7% |
| YTD | -21.2% | -12.6% | -8.6% | -20.0% |
| 1Y | -28.4% | +1.2% | -29.6% | -29.1% |
| 3Y | -5.3% | +18.0% | -23.4% | -9.0% |
| 5Y | +6.0% | +101.1% | -95.1% | -4.9% |
| All | +20.0% | +182.2% | -162.2% | +3.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling