+79.9%
XLI vs SYK
+3.4%
+76.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.2% | -0.1% |
| 7D | -2.3% | -12.3% | +10.0% | +1.9% |
| 30D | -8.2% | -22.4% | +14.3% | -0.2% |
| 3M | +0.8% | -12.3% | +13.1% | +3.9% |
| 6M | +0.8% | -24.3% | +25.2% | +9.8% |
| YTD | +10.5% | -22.8% | +33.3% | +19.1% |
| 1Y | +14.1% | -28.8% | +42.9% | +26.8% |
| 3Y | +68.6% | -4.0% | +72.6% | +64.2% |
| All | +79.9% | +3.4% | +76.5% | +61.4% |
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