+498.9%
SYK vs PSX
+1,160.7%
-661.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.0% |
| 7D | -9.1% | +1.7% | -10.8% | -9.5% |
| 30D | -20.6% | +15.6% | -36.3% | -23.8% |
| 3M | -9.6% | +46.5% | -56.1% | -18.9% |
| 6M | -19.9% | +55.0% | -74.9% | -29.7% |
| YTD | -21.2% | +105.3% | -126.5% | -36.5% |
| 1Y | -28.4% | +101.6% | -130.0% | -42.2% |
| 3Y | -5.3% | +134.1% | -139.5% | -28.8% |
| 5Y | +6.0% | +368.7% | -362.7% | -38.8% |
| 10Y | +178.4% | +384.1% | -205.7% | +45.8% |
| All | +498.9% | +1,160.7% | -661.8% | +164.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling