+2,000.9%
SYK vs EXEL
+263.2%
+1,737.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.4% | -1.8% |
| 7D | -12.3% | -2.9% | -9.5% | -12.0% |
| 30D | -22.4% | +11.9% | -34.3% | -23.4% |
| 3M | -12.3% | +9.2% | -21.6% | -13.2% |
| 6M | -24.3% | +39.1% | -63.4% | -27.1% |
| YTD | -22.8% | +31.0% | -53.8% | -25.3% |
| 1Y | -28.8% | +52.3% | -81.1% | -32.4% |
| 3Y | -4.0% | +159.7% | -163.7% | -15.1% |
| 5Y | +3.8% | +187.7% | -183.9% | -9.9% |
| 10Y | +172.8% | +379.4% | -206.6% | +114.0% |
| All | +2,000.9% | +263.2% | +1,737.7% | +1,152.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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