+5.0%
SYK vs RACE
+92.7%
-87.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.5% | -2.5% |
| 7D | -12.3% | -2.2% | -10.1% | -11.7% |
| 30D | -22.4% | -0.4% | -22.0% | -22.4% |
| 3M | -12.3% | +17.9% | -30.3% | -17.0% |
| 6M | -24.3% | +19.3% | -43.6% | -28.8% |
| YTD | -22.8% | +11.9% | -34.6% | -26.2% |
| 1Y | -28.8% | -12.7% | -16.1% | -26.5% |
| 3Y | -4.0% | +41.1% | -45.1% | -23.1% |
| All | +5.0% | +92.7% | -87.7% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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