+7.2%
SYK vs REPL
-59.3%
+66.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.4% | +4.5% | +2.1% |
| 7D | -9.1% | -14.1% | +5.0% | -9.1% |
| 30D | -20.6% | -15.2% | -5.4% | -20.6% |
| 3M | -9.6% | +49.9% | -59.5% | -9.5% |
| 6M | -19.9% | +63.5% | -83.4% | -20.8% |
| YTD | -21.2% | +32.9% | -54.1% | -21.8% |
| 1Y | -28.4% | +115.0% | -143.4% | -30.5% |
| 3Y | -5.3% | -34.7% | +29.4% | -7.0% |
| All | +7.2% | -59.3% | +66.5% | +8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling