-1.7%
SYK vs PL
+518.4%
-520.1%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -1.7% | -7.1% | -8.8% |
| 7D | -12.9% | -7.5% | -5.4% | -12.8% |
| 30D | -18.5% | -25.6% | +7.1% | -18.1% |
| 3M | -8.1% | -45.6% | +37.5% | -7.2% |
| 6M | -23.8% | -29.5% | +5.8% | -24.3% |
| YTD | -20.9% | -9.7% | -11.2% | -22.5% |
| 1Y | -29.0% | +84.4% | -113.3% | -33.1% |
| 3Y | -1.7% | +550.0% | -551.7% | -15.4% |
| All | -1.7% | +518.4% | -520.1% | -15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling