-29.8%
SYK vs OMC
+7.6%
-37.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.4% | -2.2% |
| 7D | -12.3% | -6.2% | -6.1% | -11.3% |
| 30D | -22.4% | -7.6% | -14.9% | -21.3% |
| 3M | -12.3% | +7.4% | -19.7% | -13.1% |
| 6M | -24.3% | +0.1% | -24.5% | -24.2% |
| YTD | -22.8% | +0.4% | -23.2% | -21.9% |
| All | -29.8% | +7.6% | -37.5% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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