+7.2%
SYK vs TPR
+229.3%
-222.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.3% | -0.2% | +1.6% |
| 7D | -9.1% | -3.0% | -6.1% | -8.5% |
| 30D | -20.6% | -22.6% | +2.0% | -16.7% |
| 3M | -9.6% | -18.2% | +8.6% | -6.3% |
| 6M | -19.9% | -18.0% | -1.9% | -17.3% |
| YTD | -21.2% | -6.4% | -14.8% | -21.1% |
| 1Y | -28.4% | +12.3% | -40.7% | -31.3% |
| 3Y | -5.3% | +298.7% | -304.0% | -35.1% |
| All | +7.2% | +229.3% | -222.1% | -25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling