-24.3%
SYK vs S
+40.9%
-65.2%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.4% | -0.4% |
| 7D | -11.8% | -1.2% | -10.6% | -11.8% |
| 30D | -20.4% | -12.6% | -7.8% | -20.5% |
| 3M | -12.1% | +27.6% | -39.6% | -12.7% |
| 6M | -24.3% | +35.5% | -59.8% | -24.9% |
| All | -24.3% | +40.9% | -65.2% | -24.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling