+1,389.9%
SYK vs PBR
+1,916.3%
-526.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.1% | -2.3% |
| 7D | -12.3% | +4.2% | -16.6% | -13.0% |
| 30D | -22.4% | +22.7% | -45.2% | -25.1% |
| 3M | -12.3% | +21.5% | -33.9% | -15.4% |
| 6M | -24.3% | +24.0% | -48.3% | -27.5% |
| YTD | -22.8% | +88.2% | -111.0% | -31.0% |
| 1Y | -28.8% | +74.8% | -103.6% | -35.7% |
| 3Y | -4.0% | +105.1% | -109.1% | -16.8% |
| 5Y | +3.8% | +572.2% | -568.4% | -28.8% |
| 10Y | +172.8% | +692.7% | -519.9% | +65.5% |
| All | +1,389.9% | +1,916.3% | -526.5% | +590.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling