+69.8%
V vs SYK
+3.4%
+66.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +1.9% | +0.8% |
| 7D | -3.0% | -12.3% | +9.3% | +2.3% |
| 30D | +1.2% | -22.4% | +23.7% | +12.4% |
| 3M | +13.9% | -12.3% | +26.3% | +19.0% |
| 6M | +17.2% | -24.3% | +41.6% | +30.6% |
| YTD | +5.3% | -22.8% | +28.1% | +15.8% |
| 1Y | +9.5% | -28.8% | +38.2% | +25.1% |
| 3Y | +51.9% | -4.0% | +55.9% | +48.0% |
| All | +69.8% | +3.4% | +66.4% | +55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling