+22,742.0%
SYK vs OMC
+5,739.4%
+17,002.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.6% | +2.2% |
| 7D | -9.1% | -4.4% | -4.7% | -7.8% |
| 30D | -20.6% | -7.6% | -13.0% | -18.7% |
| 3M | -9.6% | +4.5% | -14.1% | -11.1% |
| 6M | -19.9% | -0.3% | -19.6% | -20.3% |
| YTD | -21.2% | -0.1% | -21.1% | -22.3% |
| 1Y | -28.4% | +4.6% | -33.0% | -30.7% |
| 3Y | -5.3% | +10.5% | -15.8% | -11.7% |
| 5Y | +6.0% | +31.7% | -25.7% | -7.9% |
| 10Y | +178.4% | +33.5% | +144.9% | +132.8% |
| All | +22,742.0% | +5,739.4% | +17,002.6% | +8,083.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling