+20.7%
SYK vs PL
+84.9%
-64.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.5% |
| 7D | -8.3% | -9.3% | +1.0% | -8.0% |
| 30D | -10.1% | -18.9% | +8.9% | -9.3% |
| 3M | +0.9% | -58.4% | +59.3% | +4.4% |
| 6M | -20.2% | -30.3% | +10.1% | -20.5% |
| YTD | -13.3% | -8.1% | -5.2% | -15.4% |
| 1Y | -22.3% | +180.5% | -202.8% | -31.1% |
| 3Y | +9.7% | +444.1% | -434.4% | -12.1% |
| 5Y | +15.4% | +83.0% | -67.6% | -2.8% |
| All | +20.7% | +84.9% | -64.2% | +1.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling