+910.3%
XBI vs SYK
+623.2%
+287.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.3% | -0.5% |
| 7D | -4.6% | -12.3% | +7.7% | +2.3% |
| 30D | -0.8% | -22.4% | +21.7% | +13.7% |
| 3M | +21.8% | -12.3% | +34.2% | +28.7% |
| 6M | +23.2% | -24.3% | +47.5% | +40.7% |
| YTD | +28.7% | -22.8% | +51.5% | +44.7% |
| 1Y | +67.8% | -28.8% | +96.5% | +96.8% |
| 3Y | +100.6% | -4.0% | +104.6% | +93.6% |
| 5Y | +19.8% | +3.8% | +16.0% | +8.3% |
| 10Y | +159.7% | +172.8% | -13.1% | +22.1% |
| All | +910.3% | +623.2% | +287.1% | +172.4% |
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