+6.7%
SYK vs PR
+14.4%
-7.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.0% | -4.0% | -1.4% |
| 7D | -6.8% | +6.7% | -13.5% | -5.1% |
| 30D | +10.6% | -6.1% | +16.7% | +8.8% |
| 3M | -9.7% | +6.9% | -16.6% | -9.8% |
| 6M | +6.7% | +14.6% | -7.9% | +5.3% |
| All | +6.7% | +14.4% | -7.7% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 6mo: compounded portfolio wealth divided by compounded PR 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…
6mo analysis · Full analysis span regression · 6 months rolling