+202.8%
SYK vs RUN
-34.5%
+237.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.1% |
| 7D | -9.1% | -3.7% | -5.4% | -8.9% |
| 30D | -20.6% | -13.0% | -7.6% | -19.9% |
| 3M | -9.6% | -31.8% | +22.2% | -7.4% |
| 6M | -19.9% | -32.2% | +12.3% | -18.3% |
| YTD | -21.2% | -53.5% | +32.3% | -18.2% |
| 1Y | -28.4% | -46.5% | +18.1% | -27.1% |
| 3Y | -5.3% | -37.6% | +32.3% | -14.1% |
| 5Y | +6.0% | -80.9% | +86.8% | +2.6% |
| 10Y | +178.4% | +41.3% | +137.2% | +108.2% |
| All | +202.8% | -34.5% | +237.3% | +129.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling