-7.2%
SYK vs REPL
-33.1%
+25.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -8.4% | +6.4% | -2.0% |
| 7D | -12.3% | -13.4% | +1.1% | -12.5% |
| 30D | -22.4% | -3.0% | -19.4% | -22.4% |
| 3M | -12.3% | +56.3% | -68.7% | -11.1% |
| 6M | -24.3% | +60.9% | -85.2% | -23.2% |
| YTD | -22.8% | +36.2% | -59.0% | -21.6% |
| 1Y | -28.8% | +121.0% | -149.8% | -28.0% |
| All | -7.2% | -33.1% | +25.9% | -10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling