+8.0%
SYK vs USB
+101.7%
-93.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -8.3% | +1.4% | -9.8% | -8.7% |
| 30D | -10.1% | -1.3% | -8.8% | -9.8% |
| 3M | +0.9% | +15.2% | -14.3% | -2.6% |
| 6M | -20.2% | +18.8% | -39.0% | -23.6% |
| YTD | -13.3% | +21.0% | -34.3% | -17.6% |
| 1Y | -22.3% | +34.0% | -56.4% | -28.1% |
| All | +8.0% | +101.7% | -93.7% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 3y: compounded portfolio wealth divided by compounded USB 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…
3y analysis · Full analysis span regression · 6 months rolling