+4.7%
SYK vs PL
+72.5%
-67.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | -0.2% |
| 7D | -11.8% | -13.9% | +2.1% | -11.2% |
| 30D | -20.4% | -25.5% | +5.1% | -19.4% |
| 3M | -12.1% | -44.8% | +32.7% | -10.1% |
| 6M | -24.3% | -33.3% | +9.0% | -24.5% |
| YTD | -21.2% | -12.7% | -8.5% | -23.0% |
| 1Y | -29.2% | +90.9% | -120.1% | -35.0% |
| 3Y | -2.1% | +528.5% | -530.5% | -22.8% |
| 5Y | +4.7% | +72.7% | -68.0% | -9.7% |
| All | +4.7% | +72.5% | -67.8% | -9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling