+209.4%
SYK vs PR
+169.5%
+39.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.5% |
| 7D | -8.3% | +2.9% | -11.2% | -8.5% |
| 30D | -10.1% | +18.0% | -28.1% | -11.0% |
| 3M | +0.9% | +16.9% | -16.0% | -0.2% |
| 6M | -20.2% | +28.2% | -48.4% | -21.6% |
| YTD | -13.3% | +69.3% | -82.6% | -16.3% |
| 1Y | -22.3% | +69.5% | -91.8% | -25.1% |
| 3Y | +9.7% | +81.7% | -72.0% | +4.5% |
| 5Y | +15.4% | +422.2% | -406.8% | +2.1% |
| 10Y | +192.9% | +110.4% | +82.5% | +160.0% |
| All | +209.4% | +169.5% | +39.9% | +182.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling