+7.2%
SYK vs M
+28.6%
-21.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +7.7% | -5.7% | +1.1% |
| 7D | -9.1% | -4.2% | -4.9% | -8.6% |
| 30D | -20.6% | -7.2% | -13.4% | -19.9% |
| 3M | -9.6% | -11.1% | +1.5% | -8.4% |
| 6M | -19.9% | +28.8% | -48.7% | -22.7% |
| YTD | -21.2% | +2.0% | -23.2% | -21.9% |
| 1Y | -28.4% | +31.3% | -59.7% | -31.5% |
| 3Y | -5.3% | +119.1% | -124.4% | -18.4% |
| All | +7.2% | +28.6% | -21.4% | -2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling