+5.0%
SYK vs WELL
+203.2%
-198.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.9% |
| 7D | -12.3% | -2.2% | -10.1% | -11.6% |
| 30D | -22.4% | +4.7% | -27.1% | -23.9% |
| 3M | -12.3% | +11.9% | -24.3% | -16.3% |
| 6M | -24.3% | +14.3% | -38.6% | -28.5% |
| YTD | -22.8% | +28.4% | -51.1% | -30.5% |
| 1Y | -28.8% | +42.3% | -71.1% | -38.8% |
| 3Y | -4.0% | +202.6% | -206.5% | -40.1% |
| All | +5.0% | +203.2% | -198.2% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 5y: compounded portfolio wealth divided by compounded WELL 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…
5y analysis · Full analysis span regression · 6 months rolling