+167.6%
SYK vs TPR
+318.3%
-150.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -2.4% |
| 7D | -12.3% | -5.1% | -7.2% | -11.2% |
| 30D | -22.4% | -27.6% | +5.1% | -16.5% |
| 3M | -12.3% | -17.5% | +5.1% | -8.7% |
| 6M | -24.3% | -21.3% | -3.0% | -20.7% |
| YTD | -22.8% | -8.5% | -14.3% | -22.2% |
| 1Y | -28.8% | +11.5% | -40.2% | -32.1% |
| 3Y | -4.0% | +288.0% | -292.0% | -36.2% |
| 5Y | +3.8% | +225.2% | -221.3% | -30.1% |
| All | +167.6% | +318.3% | -150.7% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling