+22,282.0%
SYK vs TROW
+14,151.0%
+8,131.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -12.3% | -3.0% | -9.3% | -11.6% |
| 30D | -22.4% | -5.5% | -17.0% | -21.2% |
| 3M | -12.3% | +2.3% | -14.6% | -12.9% |
| 6M | -24.3% | +23.9% | -48.2% | -28.8% |
| YTD | -22.8% | +7.9% | -30.7% | -24.7% |
| 1Y | -28.8% | +6.1% | -34.9% | -30.3% |
| 3Y | -4.0% | +13.8% | -17.8% | -9.2% |
| 5Y | +3.8% | -38.2% | +42.1% | +14.1% |
| 10Y | +172.8% | +131.3% | +41.6% | +110.4% |
| All | +22,282.0% | +14,151.0% | +8,131.0% | +5,849.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling