+167.6%
SYK vs IBB
+125.2%
+42.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.2% |
| 7D | -12.3% | -5.2% | -7.1% | -9.7% |
| 30D | -22.4% | +1.5% | -23.9% | -23.1% |
| 3M | -12.3% | +22.1% | -34.5% | -21.4% |
| 6M | -24.3% | +17.7% | -42.0% | -30.9% |
| YTD | -22.8% | +20.2% | -42.9% | -30.5% |
| 1Y | -28.8% | +44.4% | -73.2% | -42.3% |
| 3Y | -4.0% | +61.1% | -65.1% | -28.2% |
| 5Y | +3.8% | +18.5% | -14.7% | -8.7% |
| All | +167.6% | +125.2% | +42.4% | +80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling