+5.0%
SYK vs RRC
+146.6%
-141.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.0% |
| 7D | -12.3% | -1.2% | -11.2% | -12.2% |
| 30D | -22.4% | +3.0% | -25.4% | -22.7% |
| 3M | -12.3% | +7.3% | -19.6% | -13.1% |
| 6M | -24.3% | +3.6% | -27.9% | -24.8% |
| YTD | -22.8% | +19.4% | -42.1% | -24.6% |
| 1Y | -28.8% | +21.4% | -50.2% | -30.8% |
| 3Y | -4.0% | +32.8% | -36.7% | -8.7% |
| All | +5.0% | +146.6% | -141.6% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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