+3,394.3%
SYK vs PWR
+8,619.3%
-5,225.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -0.1% |
| 7D | -11.8% | +2.7% | -14.4% | -12.2% |
| 30D | -20.4% | -5.1% | -15.2% | -19.9% |
| 3M | -12.1% | -9.4% | -2.7% | -11.6% |
| 6M | -24.3% | +10.4% | -34.7% | -26.5% |
| YTD | -21.2% | +48.6% | -69.9% | -27.1% |
| 1Y | -29.2% | +68.0% | -97.2% | -35.9% |
| 3Y | -2.1% | +204.7% | -206.8% | -20.3% |
| 5Y | +4.7% | +451.9% | -447.2% | -22.6% |
| 10Y | +178.2% | +2,425.3% | -2,247.1% | +64.7% |
| All | +3,394.3% | +8,619.3% | -5,225.0% | +1,531.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling