+1,304.7%
SYK vs IBB
+546.5%
+758.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -2.2% | -6.6% | -7.8% |
| 7D | -12.9% | -1.7% | -11.3% | -12.2% |
| 30D | -18.5% | +4.9% | -23.3% | -20.3% |
| 3M | -8.1% | +24.2% | -32.3% | -17.2% |
| 6M | -23.8% | +23.8% | -47.6% | -31.4% |
| YTD | -20.9% | +23.0% | -43.9% | -28.8% |
| 1Y | -29.0% | +46.2% | -75.1% | -41.2% |
| 3Y | -1.7% | +64.8% | -66.5% | -24.3% |
| 5Y | +4.0% | +20.9% | -17.0% | -8.0% |
| 10Y | +168.8% | +121.6% | +47.2% | +75.6% |
| All | +1,304.7% | +546.5% | +758.2% | +346.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling