+5.0%
SYK vs PSX
+360.4%
-355.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.8% |
| 7D | -12.3% | +1.5% | -13.8% | -12.5% |
| 30D | -22.4% | +15.8% | -38.3% | -24.0% |
| 3M | -12.3% | +43.0% | -55.4% | -16.7% |
| 6M | -24.3% | +61.1% | -85.4% | -29.5% |
| YTD | -22.8% | +104.5% | -127.3% | -31.0% |
| 1Y | -28.8% | +102.5% | -131.3% | -36.4% |
| 3Y | -4.0% | +133.5% | -137.5% | -18.2% |
| All | +5.0% | +360.4% | -355.4% | -20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling