+5.0%
SYK vs STZ
-36.9%
+41.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.8% | -2.5% |
| 7D | -12.3% | -4.1% | -8.2% | -11.1% |
| 30D | -22.4% | -7.6% | -14.9% | -20.6% |
| 3M | -12.3% | -12.3% | 0.0% | -8.9% |
| 6M | -24.3% | -16.3% | -8.0% | -20.5% |
| YTD | -22.8% | -8.4% | -14.4% | -21.5% |
| 1Y | -28.8% | -10.8% | -18.0% | -27.2% |
| 3Y | -4.0% | -49.0% | +45.0% | +16.8% |
| All | +5.0% | -36.9% | +41.9% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 5y: compounded portfolio wealth divided by compounded STZ 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…
5y analysis · Full analysis span regression · 6 months rolling