-7.2%
SYK vs MKTX
-25.2%
+18.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.8% | -2.0% |
| 7D | -12.3% | -0.2% | -12.2% | -12.3% |
| 30D | -22.4% | +0.8% | -23.3% | -22.5% |
| 3M | -12.3% | +41.1% | -53.5% | -13.5% |
| 6M | -24.3% | -9.5% | -14.8% | -24.6% |
| YTD | -22.8% | -8.7% | -14.1% | -23.0% |
| 1Y | -28.8% | -10.0% | -18.8% | -29.1% |
| All | -7.2% | -25.2% | +18.0% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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