-5.3%
SYK vs IR
+4.8%
-10.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.1% |
| 7D | -9.1% | -4.5% | -4.6% | -8.0% |
| 30D | -20.6% | -13.9% | -6.7% | -17.6% |
| 3M | -9.6% | -0.3% | -9.3% | -9.5% |
| 6M | -19.9% | -14.3% | -5.6% | -17.0% |
| YTD | -21.2% | -7.9% | -13.3% | -20.4% |
| 1Y | -28.4% | -9.9% | -18.5% | -27.4% |
| 3Y | -5.3% | +6.5% | -11.9% | -12.3% |
| All | -5.3% | +4.8% | -10.1% | -12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling