-22.3%
SYK vs IR
-1.2%
-21.1%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.9% |
| 7D | -8.3% | -2.8% | -5.5% | -7.7% |
| 30D | -10.1% | -15.1% | +5.1% | -6.8% |
| 3M | +0.9% | +6.1% | -5.2% | +0.1% |
| 6M | -20.2% | -16.8% | -3.4% | -18.2% |
| YTD | -13.3% | -3.5% | -9.8% | -13.9% |
| 1Y | -22.3% | -3.5% | -18.9% | -23.9% |
| All | -22.3% | -1.2% | -21.1% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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