+6,435.9%
SYK vs RY
+11,573.7%
-5,137.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.3% |
| 7D | -8.3% | +3.1% | -11.4% | -9.5% |
| 30D | -10.1% | -0.3% | -9.7% | -10.0% |
| 3M | +0.9% | +8.7% | -7.8% | -2.8% |
| 6M | -20.2% | +28.5% | -48.7% | -28.3% |
| YTD | -13.3% | +25.1% | -38.4% | -21.4% |
| 1Y | -22.3% | +46.3% | -68.6% | -34.1% |
| 3Y | +9.7% | +154.9% | -145.2% | -26.7% |
| 5Y | +15.4% | +140.3% | -124.9% | -20.9% |
| 10Y | +192.9% | +377.0% | -184.2% | +55.0% |
| All | +6,435.9% | +11,573.7% | -5,137.8% | +1,165.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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