-22.3%
SYK vs XHB
-9.3%
-13.1%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.5% | -1.8% |
| 7D | -8.3% | -1.3% | -7.0% | -8.0% |
| 30D | -10.1% | -6.9% | -3.2% | -8.6% |
| 3M | +0.9% | -1.3% | +2.2% | +1.1% |
| 6M | -20.2% | -6.8% | -13.4% | -19.4% |
| YTD | -13.3% | +0.7% | -14.0% | -14.2% |
| 1Y | -22.3% | -11.2% | -11.1% | -21.6% |
| All | -22.3% | -9.3% | -13.1% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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