+539.7%
SYK vs URA
-29.9%
+569.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +1.0% | -0.1% |
| 7D | -11.8% | +5.7% | -17.5% | -12.9% |
| 30D | -20.4% | +5.6% | -26.0% | -21.4% |
| 3M | -12.1% | +6.2% | -18.3% | -13.8% |
| 6M | -24.3% | -8.2% | -16.1% | -24.3% |
| YTD | -21.2% | +9.7% | -30.9% | -25.0% |
| 1Y | -29.2% | +17.0% | -46.2% | -34.5% |
| 3Y | -2.1% | +118.5% | -120.5% | -25.3% |
| 5Y | +4.7% | +134.3% | -129.6% | -24.8% |
| 10Y | +178.2% | +377.5% | -199.2% | +53.7% |
| All | +539.7% | -29.9% | +569.6% | +406.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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