+10,201.0%
SYK vs IT
+5,579.9%
+4,621.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.1% |
| 7D | -12.3% | -12.7% | +0.4% | -10.1% |
| 30D | -22.4% | -8.9% | -13.6% | -21.2% |
| 3M | -12.3% | +10.1% | -22.5% | -14.5% |
| 6M | -24.3% | +7.3% | -31.6% | -26.3% |
| YTD | -22.8% | -32.4% | +9.6% | -18.8% |
| 1Y | -28.8% | -26.6% | -2.1% | -26.5% |
| 3Y | -4.0% | -51.8% | +47.8% | +5.3% |
| 5Y | +3.8% | -45.6% | +49.5% | +10.7% |
| 10Y | +172.8% | +92.4% | +80.4% | +132.4% |
| All | +10,201.0% | +5,579.9% | +4,621.1% | +4,043.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling