-22.9%
SYK vs ZYBT
-57.8%
+35.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.2% | -2.0% |
| 7D | -12.3% | -2.5% | -9.9% | -12.3% |
| 30D | -22.4% | -1.2% | -21.2% | -22.4% |
| 3M | -12.3% | +76.7% | -89.0% | -12.3% |
| 6M | -24.3% | +103.6% | -127.9% | -24.6% |
| YTD | -22.8% | +38.3% | -61.0% | -22.7% |
| 1Y | -28.8% | -84.7% | +55.9% | -27.2% |
| All | -22.9% | -57.8% | +35.0% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 3y: compounded portfolio wealth divided by compounded ZYBT 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…
3y analysis · Full analysis span regression · 6 months rolling