+121.5%
SYK vs IR
+271.9%
-150.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.7% |
| 7D | -12.3% | -3.1% | -9.3% | -11.3% |
| 30D | -22.4% | -14.0% | -8.4% | -18.2% |
| 3M | -12.3% | +3.7% | -16.1% | -13.7% |
| 6M | -24.3% | -15.4% | -8.9% | -20.2% |
| YTD | -22.8% | -7.7% | -15.1% | -21.7% |
| 1Y | -28.8% | -8.8% | -20.0% | -27.7% |
| 3Y | -4.0% | +5.6% | -9.6% | -10.8% |
| 5Y | +3.8% | +34.3% | -30.5% | -13.6% |
| All | +121.5% | +271.9% | -150.4% | +36.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling