+2.2%
XLI vs SYK
-22.7%
+25.0%
-8.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.9% |
| 7D | -1.7% | -9.1% | +7.4% | -1.1% |
| 30D | -7.3% | -20.6% | +13.4% | -5.9% |
| 3M | -1.3% | -9.6% | +8.3% | -1.8% |
| 6M | +2.2% | -19.9% | +22.1% | +8.5% |
| All | +2.2% | -22.7% | +25.0% | +8.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling