-7.2%
SYK vs TPR
+286.9%
-294.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -2.2% |
| 7D | -12.3% | -5.1% | -7.2% | -11.7% |
| 30D | -22.4% | -27.6% | +5.1% | -19.3% |
| 3M | -12.3% | -17.5% | +5.1% | -10.3% |
| 6M | -24.3% | -21.3% | -3.0% | -22.3% |
| YTD | -22.8% | -8.5% | -14.3% | -22.2% |
| 1Y | -28.8% | +11.5% | -40.2% | -30.1% |
| All | -7.2% | +286.9% | -294.2% | -16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling