+3.8%
SYK vs MSCI
-11.6%
+15.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.5% |
| 7D | -12.3% | -4.7% | -7.6% | -10.7% |
| 30D | -22.4% | -2.2% | -20.3% | -21.8% |
| 3M | -12.3% | -9.7% | -2.7% | -9.4% |
| 6M | -24.3% | +0.3% | -24.6% | -25.0% |
| YTD | -22.8% | -3.5% | -19.3% | -22.7% |
| 1Y | -28.8% | -1.4% | -27.4% | -29.6% |
| 3Y | -4.0% | +6.6% | -10.5% | -10.2% |
| 5Y | +3.8% | -10.9% | +14.8% | -1.6% |
| All | +3.8% | -11.6% | +15.4% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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