+5.0%
SYK vs XLC
+38.4%
-33.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.3% |
| 7D | -12.3% | -1.7% | -10.7% | -11.5% |
| 30D | -22.4% | +0.2% | -22.7% | -22.5% |
| 3M | -12.3% | +0.7% | -13.0% | -12.8% |
| 6M | -24.3% | -4.5% | -19.9% | -22.4% |
| YTD | -22.8% | -4.7% | -18.0% | -20.8% |
| 1Y | -28.8% | -1.5% | -27.3% | -28.5% |
| 3Y | -4.0% | +72.2% | -76.2% | -31.8% |
| All | +5.0% | +38.4% | -33.4% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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