-1.9%
SYK vs SN
+453.9%
-455.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.0% | -1.5% |
| 7D | -12.3% | -7.2% | -5.1% | -11.6% |
| 30D | -22.4% | -13.4% | -9.1% | -21.2% |
| 3M | -12.3% | +26.8% | -39.1% | -15.0% |
| 6M | -24.3% | +44.6% | -68.9% | -27.9% |
| YTD | -22.8% | +45.3% | -68.1% | -26.6% |
| 1Y | -28.8% | +40.1% | -68.9% | -32.2% |
| 3Y | -4.0% | +375.3% | -379.3% | -14.8% |
| All | -1.9% | +453.9% | -455.8% | -13.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling