-22.3%
SYK vs UL
-8.6%
-13.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -8.3% | -1.3% | -7.0% | -7.8% |
| 30D | -10.1% | +0.5% | -10.5% | -10.2% |
| 3M | +0.9% | +17.6% | -16.7% | -4.2% |
| 6M | -20.2% | -5.4% | -14.8% | -19.7% |
| YTD | -13.3% | +0.7% | -14.0% | -14.6% |
| 1Y | -22.3% | -9.3% | -13.1% | -18.7% |
| All | -22.3% | -8.6% | -13.7% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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