+5.9%
SYK vs RF
+85.6%
-79.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | -11.8% | -0.1% | -11.7% | -11.7% |
| 30D | -20.4% | -4.0% | -16.3% | -19.5% |
| 3M | -12.1% | +5.6% | -17.6% | -13.3% |
| 6M | -24.3% | +13.1% | -37.4% | -26.8% |
| YTD | -21.2% | +13.6% | -34.8% | -24.1% |
| 1Y | -29.2% | +16.0% | -45.1% | -32.3% |
| 3Y | -2.1% | +90.2% | -92.3% | -19.9% |
| All | +5.9% | +85.6% | -79.7% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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