+125.9%
SYK vs IR
+274.4%
-148.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.7% | +0.3% |
| 7D | -11.8% | -1.9% | -9.9% | -11.2% |
| 30D | -20.4% | -15.0% | -5.3% | -15.6% |
| 3M | -12.1% | -0.4% | -11.6% | -12.2% |
| 6M | -24.3% | -15.0% | -9.3% | -20.4% |
| YTD | -21.2% | -7.1% | -14.2% | -20.3% |
| 1Y | -29.2% | -7.5% | -21.6% | -28.4% |
| 3Y | -2.1% | +6.3% | -8.4% | -9.2% |
| 5Y | +4.7% | +37.3% | -32.6% | -13.6% |
| All | +125.9% | +274.4% | -148.5% | +38.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling