-22.3%
SYK vs EXPE
+40.7%
-63.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.4% |
| 7D | -8.3% | -9.5% | +1.2% | -7.4% |
| 30D | -10.1% | -6.6% | -3.4% | -9.4% |
| 3M | +0.9% | +31.4% | -30.5% | -1.0% |
| 6M | -20.2% | +35.2% | -55.4% | -21.7% |
| YTD | -13.3% | +5.8% | -19.1% | -13.5% |
| 1Y | -22.3% | +38.7% | -61.0% | -24.0% |
| All | -22.3% | +40.7% | -63.0% | -24.0% |
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