-22.3%
SYK vs Z
-58.8%
+36.5%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.4% |
| 7D | -8.3% | -3.0% | -5.3% | -8.1% |
| 30D | -10.1% | -4.2% | -5.9% | -9.8% |
| 3M | +0.9% | -3.7% | +4.6% | +0.4% |
| 6M | -20.2% | -24.5% | +4.3% | -20.1% |
| YTD | -13.3% | -49.3% | +36.0% | -11.3% |
| 1Y | -22.3% | -58.7% | +36.3% | -19.3% |
| All | -22.3% | -58.8% | +36.5% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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