+167.6%
SYK vs PSX
+384.6%
-217.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.7% |
| 7D | -12.3% | +1.5% | -13.8% | -12.7% |
| 30D | -22.4% | +15.8% | -38.3% | -25.7% |
| 3M | -12.3% | +43.0% | -55.4% | -21.3% |
| 6M | -24.3% | +61.1% | -85.4% | -34.9% |
| YTD | -22.8% | +104.5% | -127.3% | -38.5% |
| 1Y | -28.8% | +102.5% | -131.3% | -43.4% |
| 3Y | -4.0% | +133.5% | -137.5% | -29.3% |
| 5Y | +3.8% | +367.0% | -363.1% | -43.5% |
| All | +167.6% | +384.6% | -217.1% | +29.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling