-22.3%
SYK vs PBR
+70.4%
-92.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.8% |
| 7D | -8.3% | +8.6% | -16.9% | -7.3% |
| 30D | -10.1% | +12.8% | -22.9% | -8.6% |
| 3M | +0.9% | +14.7% | -13.8% | +2.8% |
| 6M | -20.2% | +25.2% | -45.4% | -18.2% |
| YTD | -13.3% | +77.1% | -90.4% | -9.5% |
| 1Y | -22.3% | +69.6% | -91.9% | -20.0% |
| All | -22.3% | +70.4% | -92.7% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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