+508.9%
XLP vs SYK
+3,120.2%
-2,611.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.4% |
| 7D | -1.0% | -8.3% | +7.3% | +1.2% |
| 30D | -0.9% | -10.1% | +9.2% | +1.8% |
| 3M | +3.8% | +0.9% | +2.9% | +3.2% |
| 6M | -1.7% | -20.2% | +18.5% | +3.6% |
| YTD | +10.3% | -13.3% | +23.5% | +13.6% |
| 1Y | +7.8% | -22.3% | +30.1% | +14.2% |
| 3Y | +27.2% | +9.7% | +17.5% | +21.9% |
| 5Y | +32.5% | +15.4% | +17.1% | +23.5% |
| 10Y | +101.8% | +192.9% | -91.1% | +43.8% |
| All | +508.9% | +3,120.2% | -2,611.3% | +145.9% |
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