+6.8%
XLP vs SYK
-30.6%
+37.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.4% |
| 7D | -2.5% | -12.3% | +9.8% | -0.1% |
| 30D | -1.9% | -22.4% | +20.6% | +3.1% |
| 3M | -2.1% | -12.3% | +10.2% | +0.2% |
| 6M | -1.8% | -24.3% | +22.5% | +2.8% |
| YTD | +8.3% | -22.8% | +31.1% | +12.9% |
| 1Y | +6.8% | -28.8% | +35.6% | +13.3% |
| All | +6.8% | -30.6% | +37.4% | +13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling