-5.3%
SYK vs EXPE
+48.9%
-54.2%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +10.5% | -1.2% | +7.4% |
| 7D | +11.7% | +14.6% | -2.9% | +9.1% |
| 30D | +19.1% | +21.4% | -2.3% | +15.4% |
| 3M | +1.4% | +1.4% | 0.0% | +0.7% |
| 6M | +17.4% | +28.6% | -11.2% | +14.3% |
| YTD | -2.5% | +12.1% | -14.7% | -3.8% |
| 1Y | -5.3% | +50.0% | -55.3% | -8.5% |
| All | -5.3% | +48.9% | -54.2% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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