+68.8%
SYK vs REPL
-17.3%
+86.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -8.4% | +6.4% | -1.8% |
| 7D | -12.3% | -13.4% | +1.1% | -12.1% |
| 30D | -22.4% | -3.0% | -19.4% | -22.4% |
| 3M | -12.3% | +56.3% | -68.7% | -13.9% |
| 6M | -24.3% | +60.9% | -85.2% | -27.8% |
| YTD | -22.8% | +36.2% | -59.0% | -26.0% |
| 1Y | -28.8% | +121.0% | -149.8% | -34.6% |
| 3Y | -4.0% | -32.8% | +28.8% | -14.2% |
| 5Y | +3.8% | -58.7% | +62.5% | -5.7% |
| All | +68.8% | -17.3% | +86.0% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling