+25,648.3%
SYK vs RF
+1,453.4%
+24,194.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -1.1% |
| 7D | -5.0% | +1.9% | -6.9% | -5.4% |
| 30D | +9.9% | +7.3% | +2.6% | +8.5% |
| 3M | -8.9% | -7.9% | -1.0% | -7.4% |
| 6M | +3.1% | +10.5% | -7.4% | +1.0% |
| YTD | -11.1% | +9.6% | -20.8% | -12.9% |
| 1Y | -16.2% | +20.3% | -36.5% | -19.4% |
| 3Y | +13.2% | +119.5% | -106.4% | -4.7% |
| 5Y | +23.5% | +48.2% | -24.7% | +10.8% |
| 10Y | +213.3% | +234.3% | -20.9% | +131.7% |
| All | +25,648.3% | +1,453.4% | +24,194.9% | +7,695.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling