+167.6%
SYK vs RUN
+43.4%
+124.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | 0.0% | -1.8% |
| 7D | -12.3% | -3.4% | -9.0% | -12.1% |
| 30D | -22.4% | -14.0% | -8.5% | -21.6% |
| 3M | -12.3% | -27.5% | +15.1% | -10.5% |
| 6M | -24.3% | -29.0% | +4.7% | -23.0% |
| YTD | -22.8% | -53.1% | +30.3% | -19.7% |
| 1Y | -28.8% | -46.7% | +18.0% | -27.4% |
| 3Y | -4.0% | -38.3% | +34.3% | -14.0% |
| 5Y | +3.8% | -80.7% | +84.5% | +0.4% |
| All | +167.6% | +43.4% | +124.2% | +73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 10y: compounded portfolio wealth divided by compounded RUN 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…
10y analysis · Full analysis span regression · 6 months rolling