+173.1%
SYK vs IT
+103.1%
+70.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.3% | -3.2% | +0.4% |
| 7D | -9.1% | -3.7% | -5.4% | -7.9% |
| 30D | -20.6% | +0.1% | -20.7% | -20.8% |
| 3M | -9.6% | +20.7% | -30.3% | -16.4% |
| 6M | -19.9% | +12.0% | -31.8% | -25.0% |
| YTD | -21.2% | -28.8% | +7.6% | -14.6% |
| 1Y | -28.4% | -25.5% | -2.9% | -24.4% |
| 3Y | -5.3% | -48.8% | +43.4% | +10.3% |
| 5Y | +6.0% | -42.7% | +48.7% | +14.5% |
| All | +173.1% | +103.1% | +70.0% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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