-38.4%
U vs SYK
+35.8%
-74.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.8% | +0.1% |
| 7D | 0.0% | -12.3% | +12.3% | +8.0% |
| 30D | -4.1% | -22.4% | +18.3% | +12.0% |
| 3M | +57.8% | -12.3% | +70.1% | +68.1% |
| 6M | +103.5% | -24.3% | +127.8% | +138.3% |
| YTD | -4.8% | -22.8% | +18.0% | +7.4% |
| 1Y | -2.4% | -28.8% | +26.4% | +16.3% |
| 3Y | +11.7% | -4.0% | +15.6% | -1.5% |
| 5Y | -68.9% | +3.8% | -72.7% | -76.6% |
| All | -38.4% | +35.8% | -74.2% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 all: compounded portfolio wealth divided by compounded SYK 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…
all analysis · Full analysis span regression · 6 months rolling