-22.3%
SYK vs M
+46.1%
-68.5%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -1.8% |
| 7D | -8.3% | +4.7% | -13.1% | -8.7% |
| 30D | -10.1% | -9.6% | -0.4% | -9.2% |
| 3M | +0.9% | +0.9% | +0.1% | +1.0% |
| 6M | -20.2% | +22.3% | -42.5% | -21.6% |
| YTD | -13.3% | +6.5% | -19.8% | -13.8% |
| 1Y | -22.3% | +38.8% | -61.1% | -24.9% |
| All | -22.3% | +46.1% | -68.5% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling