+5.0%
SYK vs MKTX
-60.5%
+65.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.8% | -1.9% |
| 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% | -17.1% |
| 6M | -24.3% | -9.5% | -14.8% | -23.4% |
| YTD | -22.8% | -8.7% | -14.1% | -22.0% |
| 1Y | -28.8% | -10.0% | -18.8% | -28.0% |
| 3Y | -4.0% | -24.6% | +20.6% | -3.8% |
| All | +5.0% | -60.5% | +65.5% | +14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling