+53.3%
V vs SYK
-2.6%
+55.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.2% |
| 7D | -1.2% | -9.1% | +7.9% | +1.8% |
| 30D | +3.1% | -20.6% | +23.7% | +11.0% |
| 3M | +16.3% | -9.6% | +25.9% | +19.0% |
| 6M | +20.4% | -19.9% | +40.3% | +28.6% |
| YTD | +6.3% | -21.2% | +27.4% | +13.9% |
| 1Y | +8.7% | -28.4% | +37.1% | +21.4% |
| 3Y | +53.3% | -5.3% | +58.6% | +58.1% |
| All | +53.3% | -2.6% | +55.9% | +58.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling