+7.2%
SYK vs PWR
+462.1%
-454.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.1% | -3.1% | +1.3% |
| 7D | -9.1% | +4.2% | -13.3% | -9.7% |
| 30D | -20.6% | -4.0% | -16.6% | -20.2% |
| 3M | -9.6% | -4.8% | -4.8% | -9.6% |
| 6M | -19.9% | +14.6% | -34.5% | -23.8% |
| YTD | -21.2% | +54.2% | -75.4% | -30.4% |
| 1Y | -28.4% | +67.1% | -95.5% | -38.5% |
| 3Y | -5.3% | +218.5% | -223.8% | -35.7% |
| All | +7.2% | +462.1% | -454.9% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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