+22,282.0%
SYK vs PH
+24,443.5%
-2,161.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.4% |
| 7D | -12.3% | -3.1% | -9.2% | -11.4% |
| 30D | -22.4% | -11.8% | -10.7% | -19.3% |
| 3M | -12.3% | +6.9% | -19.3% | -14.6% |
| 6M | -24.3% | -1.3% | -23.0% | -24.4% |
| YTD | -22.8% | +7.0% | -29.7% | -25.0% |
| 1Y | -28.8% | +23.1% | -51.9% | -34.1% |
| 3Y | -4.0% | +135.4% | -139.4% | -29.6% |
| 5Y | +3.8% | +250.3% | -246.5% | -33.8% |
| 10Y | +172.8% | +798.0% | -625.2% | +26.2% |
| All | +22,282.0% | +24,443.5% | -2,161.5% | +3,407.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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