+541.6%
SYK vs EXPE
+783.9%
-242.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.5% | -2.3% |
| 7D | -12.3% | -8.7% | -3.7% | -10.6% |
| 30D | -22.4% | -13.6% | -8.8% | -20.0% |
| 3M | -12.3% | +26.6% | -39.0% | -16.8% |
| 6M | -24.3% | +19.9% | -44.3% | -27.6% |
| YTD | -22.8% | -1.7% | -21.1% | -23.7% |
| 1Y | -28.8% | +29.4% | -58.2% | -34.3% |
| 3Y | -4.0% | +155.7% | -159.6% | -26.5% |
| 5Y | +3.8% | +93.1% | -89.2% | -18.5% |
| 10Y | +172.8% | +162.1% | +10.7% | +86.5% |
| All | +541.6% | +783.9% | -242.3% | +169.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling