+891.0%
XLV vs SYK
+2,768.4%
-1,877.4%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | +0.1% |
| 7D | -4.4% | -12.3% | +7.9% | +0.1% |
| 30D | -1.4% | -22.4% | +21.0% | +7.8% |
| 3M | +8.9% | -12.3% | +21.2% | +13.4% |
| 6M | +9.1% | -24.3% | +33.4% | +19.5% |
| YTD | +7.9% | -22.8% | +30.7% | +17.2% |
| 1Y | +22.7% | -28.8% | +51.5% | +37.1% |
| 3Y | +31.9% | -4.0% | +35.9% | +31.1% |
| 5Y | +34.9% | +3.8% | +31.0% | +28.2% |
| 10Y | +173.9% | +172.8% | +1.1% | +81.2% |
| All | +891.0% | +2,768.4% | -1,877.4% | +262.2% |
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