+5.0%
SYK vs PBR
+557.7%
-552.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.1% | -2.0% |
| 7D | -12.3% | +4.2% | -16.6% | -12.5% |
| 30D | -22.4% | +22.7% | -45.2% | -23.3% |
| 3M | -12.3% | +21.5% | -33.9% | -13.3% |
| 6M | -24.3% | +24.0% | -48.3% | -25.4% |
| YTD | -22.8% | +88.2% | -111.0% | -26.3% |
| 1Y | -28.8% | +74.8% | -103.6% | -31.7% |
| 3Y | -4.0% | +105.1% | -109.1% | -9.9% |
| All | +5.0% | +557.7% | -552.7% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling