-22.3%
SYK vs SN
+46.4%
-68.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.5% | -1.5% |
| 7D | -8.3% | -9.3% | +1.0% | -7.3% |
| 30D | -10.1% | -4.8% | -5.3% | -9.6% |
| 3M | +0.9% | +40.4% | -39.5% | -3.1% |
| 6M | -20.2% | +50.9% | -71.1% | -24.1% |
| YTD | -13.3% | +54.9% | -68.2% | -18.0% |
| 1Y | -22.3% | +43.0% | -65.4% | -27.8% |
| All | -22.3% | +46.4% | -68.7% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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