+72.8%
SYK vs REPL
-7.7%
+80.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -1.8% | -7.0% | -8.8% |
| 7D | -12.9% | -5.7% | -7.2% | -12.8% |
| 30D | -18.5% | +22.5% | -40.9% | -18.8% |
| 3M | -8.1% | +64.7% | -72.7% | -9.7% |
| 6M | -23.8% | +83.0% | -106.8% | -27.5% |
| YTD | -20.9% | +52.0% | -72.9% | -24.4% |
| 1Y | -29.0% | +144.5% | -173.5% | -34.9% |
| 3Y | -1.7% | -25.1% | +23.4% | -12.4% |
| 5Y | +4.0% | -52.9% | +56.8% | -6.0% |
| All | +72.8% | -7.7% | +80.5% | +25.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling