-22.3%
SYK vs TE
+132.3%
-154.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.5% |
| 7D | -8.3% | -4.0% | -4.4% | -8.5% |
| 30D | -10.1% | -15.9% | +5.8% | -10.6% |
| 3M | +0.9% | -60.5% | +61.5% | -1.5% |
| 6M | -20.2% | -35.2% | +15.0% | -21.1% |
| YTD | -13.3% | -31.1% | +17.8% | -14.1% |
| 1Y | -22.3% | +148.6% | -171.0% | -23.4% |
| All | -22.3% | +132.3% | -154.7% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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