-5.3%
SYK vs PSX
+97.5%
-102.8%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -4.5% | +13.9% | +8.6% |
| 7D | +11.7% | -5.2% | +16.9% | +10.8% |
| 30D | +19.1% | -3.7% | +22.8% | +18.3% |
| 3M | +1.4% | +26.8% | -25.4% | +3.7% |
| 6M | +17.4% | +47.3% | -29.9% | +21.3% |
| YTD | -2.5% | +105.4% | -107.9% | +1.6% |
| 1Y | -5.3% | +96.9% | -102.2% | -0.6% |
| All | -5.3% | +97.5% | -102.8% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 1y: compounded portfolio wealth divided by compounded PSX 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…
1y analysis · Full analysis span regression · 6 months rolling