-22.3%
SYK vs MET
+24.0%
-46.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.1% |
| 7D | -8.3% | +1.2% | -9.5% | -8.7% |
| 30D | -10.1% | +1.4% | -11.5% | -10.5% |
| 3M | +0.9% | +17.7% | -16.8% | -3.7% |
| 6M | -20.2% | +35.0% | -55.2% | -26.6% |
| YTD | -13.3% | +26.3% | -39.6% | -19.5% |
| 1Y | -22.3% | +22.8% | -45.2% | -27.9% |
| All | -22.3% | +24.0% | -46.3% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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