+17.6%
SYK vs EXE
+188.3%
-170.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.2% | -2.0% |
| 7D | -12.3% | -2.2% | -10.1% | -12.1% |
| 30D | -22.4% | -0.8% | -21.6% | -22.4% |
| 3M | -12.3% | +10.0% | -22.4% | -13.6% |
| 6M | -24.3% | -6.3% | -18.0% | -23.8% |
| YTD | -22.8% | -10.7% | -12.1% | -21.9% |
| 1Y | -28.8% | +2.7% | -31.5% | -29.6% |
| 3Y | -4.0% | +19.1% | -23.1% | -7.8% |
| 5Y | +3.8% | +105.4% | -101.6% | -7.0% |
| All | +17.6% | +188.3% | -170.7% | +0.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling