-5.3%
SYK vs UMAC
+2.9%
-8.2%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -10.9% | +20.2% | +8.8% |
| 7D | +11.7% | -26.0% | +37.8% | +10.4% |
| 30D | +19.1% | -40.3% | +59.4% | +16.7% |
| 3M | +1.4% | -51.1% | +52.6% | -0.9% |
| 6M | +17.4% | -5.6% | +23.1% | +18.5% |
| YTD | -2.5% | +2.3% | -4.8% | -1.0% |
| 1Y | -5.3% | +7.9% | -13.2% | -3.7% |
| All | -5.3% | +2.9% | -8.2% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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