+24.7%
SYK vs PL
+41.8%
-17.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -1.9% |
| 7D | -6.8% | +22.3% | -29.0% | -7.5% |
| 30D | +10.6% | -8.3% | +18.9% | +10.8% |
| 3M | -9.7% | -43.3% | +33.5% | -7.9% |
| 6M | +6.7% | -65.8% | +72.5% | +10.8% |
| YTD | -10.4% | -29.5% | +19.2% | -11.8% |
| 1Y | -14.0% | +11.7% | -25.8% | -18.4% |
| 3Y | +17.6% | +540.6% | -523.0% | -8.9% |
| 5Y | +24.6% | +32.9% | -8.3% | +8.0% |
| All | +24.7% | +41.8% | -17.1% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling