-29.8%
SYK vs XYZ
+6.9%
-36.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.5% | -1.9% |
| 7D | -12.3% | -5.2% | -7.2% | -12.0% |
| 30D | -22.4% | 0.0% | -22.4% | -22.4% |
| 3M | -12.3% | +18.7% | -31.0% | -12.8% |
| 6M | -24.3% | +20.5% | -44.8% | -25.1% |
| YTD | -22.8% | +21.5% | -44.2% | -23.4% |
| All | -29.8% | +6.9% | -36.8% | -30.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling