-5.3%
SYK vs S
+36.5%
-41.8%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.6% | +7.7% | +9.4% |
| 7D | +11.7% | -8.2% | +19.9% | +11.7% |
| 30D | +19.1% | -7.6% | +26.7% | +19.1% |
| 3M | +1.4% | +12.0% | -10.5% | +1.2% |
| 6M | +17.4% | +50.6% | -33.1% | +17.0% |
| YTD | -2.5% | +56.6% | -59.1% | -2.6% |
| 1Y | -5.3% | +39.2% | -44.5% | -5.2% |
| All | -5.3% | +36.5% | -41.8% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling