-19.9%
SYK vs MDY
+9.4%
-29.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.2% | +1.8% |
| 7D | -9.1% | -1.9% | -7.2% | -8.7% |
| 30D | -20.6% | -4.6% | -16.0% | -19.8% |
| 3M | -9.6% | -1.2% | -8.4% | -9.5% |
| 6M | -19.9% | +9.2% | -29.1% | -23.8% |
| All | -19.9% | +9.4% | -29.3% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 6mo: compounded portfolio wealth divided by compounded MDY 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…
6mo analysis · Full analysis span regression · 6 months rolling