-28.8%
SYK vs IP
-22.6%
-6.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -0.9% | -1.8% |
| 7D | -12.3% | -5.9% | -6.4% | -11.4% |
| 30D | -22.4% | -17.0% | -5.4% | -20.0% |
| 3M | -12.3% | +8.9% | -21.2% | -12.5% |
| 6M | -24.3% | -10.0% | -14.4% | -22.2% |
| YTD | -22.8% | -9.8% | -13.0% | -21.1% |
| 1Y | -28.8% | -22.6% | -6.2% | -25.5% |
| All | -28.8% | -22.6% | -6.1% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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