-28.4%
SYK vs TROW
+4.9%
-33.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.2% | +2.4% |
| 7D | -9.1% | -3.2% | -5.9% | -8.3% |
| 30D | -20.6% | -4.6% | -16.0% | -19.6% |
| 3M | -9.6% | -0.7% | -9.0% | -8.8% |
| 6M | -19.9% | +22.2% | -42.1% | -22.9% |
| YTD | -21.2% | +6.6% | -27.8% | -21.7% |
| 1Y | -28.4% | +5.8% | -34.2% | -28.8% |
| All | -28.4% | +4.9% | -33.3% | -28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling