+1,268.6%
SYK vs TECK
+2,066.2%
-797.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.3% | +4.4% | -1.2% |
| 7D | -12.3% | -4.2% | -8.1% | -11.9% |
| 30D | -22.4% | -0.4% | -22.1% | -22.5% |
| 3M | -12.3% | +10.1% | -22.5% | -13.8% |
| 6M | -24.3% | +26.0% | -50.3% | -27.2% |
| YTD | -22.8% | +38.0% | -60.8% | -26.9% |
| 1Y | -28.8% | +63.8% | -92.6% | -34.3% |
| 3Y | -4.0% | +68.5% | -72.5% | -13.3% |
| 5Y | +3.8% | +179.2% | -175.3% | -14.3% |
| 10Y | +172.8% | +358.6% | -185.8% | +96.7% |
| All | +1,268.6% | +2,066.2% | -797.6% | +744.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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