-7.2%
SYK vs M
+97.0%
-104.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.7% | +2.7% | -1.4% |
| 7D | -12.3% | -8.8% | -3.6% | -11.4% |
| 30D | -22.4% | -16.4% | -6.0% | -20.8% |
| 3M | -12.3% | -10.8% | -1.5% | -11.3% |
| 6M | -24.3% | +16.1% | -40.4% | -25.8% |
| YTD | -22.8% | -5.3% | -17.5% | -22.6% |
| 1Y | -28.8% | +24.9% | -53.6% | -31.1% |
| All | -7.2% | +97.0% | -104.3% | -21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling