+1,254.4%
AAPL vs SYK
+173.6%
+1,080.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.0% | +5.5% | +4.5% |
| 7D | -0.5% | -12.3% | +11.8% | +5.6% |
| 30D | +7.1% | -22.4% | +29.5% | +20.3% |
| 3M | +12.1% | -12.3% | +24.4% | +18.0% |
| 6M | +25.4% | -24.3% | +49.7% | +40.8% |
| YTD | +20.5% | -22.8% | +43.2% | +33.4% |
| 1Y | +44.5% | -28.8% | +73.3% | +66.3% |
| 3Y | +85.8% | -4.0% | +89.7% | +80.7% |
| 5Y | +124.8% | +3.8% | +120.9% | +105.2% |
| All | +1,254.4% | +173.6% | +1,080.8% | +692.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling