+5.0%
SYK vs INDA
+4.7%
+0.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.3% |
| 7D | -12.3% | -3.6% | -8.7% | -10.4% |
| 30D | -22.4% | -4.0% | -18.5% | -20.6% |
| 3M | -12.3% | +1.7% | -14.1% | -13.2% |
| 6M | -24.3% | -3.6% | -20.7% | -22.8% |
| YTD | -22.8% | -11.0% | -11.8% | -17.7% |
| 1Y | -28.8% | -9.5% | -19.3% | -24.9% |
| 3Y | -4.0% | +7.6% | -11.6% | -11.8% |
| All | +5.0% | +4.7% | +0.3% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 5y: compounded portfolio wealth divided by compounded INDA 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…
5y analysis · Full analysis span regression · 6 months rolling