+5.0%
SYK vs OMC
+31.2%
-26.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.4% | -2.4% |
| 7D | -12.3% | -6.2% | -6.1% | -10.6% |
| 30D | -22.4% | -7.6% | -14.9% | -20.6% |
| 3M | -12.3% | +7.4% | -19.7% | -14.4% |
| 6M | -24.3% | +0.1% | -24.5% | -24.6% |
| YTD | -22.8% | +0.4% | -23.2% | -23.6% |
| 1Y | -28.8% | +7.8% | -36.5% | -31.5% |
| 3Y | -4.0% | +11.8% | -15.8% | -12.5% |
| All | +5.0% | +31.2% | -26.2% | -15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling