+173.1%
SYK vs TROW
+130.0%
+43.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.2% | +2.6% |
| 7D | -9.1% | -3.2% | -5.9% | -7.8% |
| 30D | -20.6% | -4.6% | -16.0% | -19.1% |
| 3M | -9.6% | -0.7% | -9.0% | -9.5% |
| 6M | -19.9% | +22.2% | -42.1% | -26.7% |
| YTD | -21.2% | +6.6% | -27.8% | -23.9% |
| 1Y | -28.4% | +5.8% | -34.2% | -30.8% |
| 3Y | -5.3% | +11.6% | -16.9% | -13.2% |
| 5Y | +6.0% | -38.9% | +44.9% | +24.6% |
| All | +173.1% | +130.0% | +43.0% | +126.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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