+2,864.5%
V vs SYK
+443.3%
+2,421.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.1% |
| 7D | -2.9% | -11.8% | +8.9% | +3.8% |
| 30D | +1.9% | -20.4% | +22.2% | +15.2% |
| 3M | +13.2% | -12.1% | +25.3% | +19.9% |
| 6M | +16.7% | -24.3% | +41.1% | +33.7% |
| YTD | +5.4% | -21.2% | +26.6% | +17.5% |
| 1Y | +7.7% | -29.2% | +36.8% | +27.4% |
| 3Y | +52.0% | -2.1% | +54.1% | +46.0% |
| 5Y | +67.7% | +4.7% | +63.0% | +51.1% |
| 10Y | +384.8% | +178.2% | +206.5% | +133.7% |
| All | +2,864.5% | +443.3% | +2,421.1% | +867.9% |
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