+6,182.2%
SYK vs M
+383.6%
+5,798.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -2.6% | -6.2% | -8.4% |
| 7D | -12.9% | +2.4% | -15.3% | -13.3% |
| 30D | -18.5% | -11.6% | -6.9% | -16.7% |
| 3M | -8.1% | +1.6% | -9.7% | -8.6% |
| 6M | -23.8% | +25.2% | -49.0% | -27.1% |
| YTD | -20.9% | +3.8% | -24.7% | -22.2% |
| 1Y | -29.0% | +36.3% | -65.3% | -33.7% |
| 3Y | -1.7% | +116.3% | -118.0% | -19.1% |
| 5Y | +4.0% | +28.2% | -24.2% | -11.3% |
| 10Y | +168.8% | -3.4% | +172.2% | +105.9% |
| All | +6,182.2% | +383.6% | +5,798.6% | +2,373.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling