+167.6%
SYK vs XYZ
+609.1%
-441.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.5% | -1.9% |
| 7D | -12.3% | -5.2% | -7.2% | -11.5% |
| 30D | -22.4% | 0.0% | -22.4% | -22.5% |
| 3M | -12.3% | +18.7% | -31.0% | -15.2% |
| 6M | -24.3% | +20.5% | -44.8% | -27.3% |
| YTD | -22.8% | +21.5% | -44.2% | -26.5% |
| 1Y | -28.8% | +7.2% | -36.0% | -31.0% |
| 3Y | -4.0% | +49.0% | -52.9% | -17.0% |
| 5Y | +3.8% | -68.1% | +72.0% | +12.8% |
| All | +167.6% | +609.1% | -441.6% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 10y: compounded portfolio wealth divided by compounded XYZ 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…
10y analysis · Full analysis span regression · 6 months rolling