+125,387.6%
AAPL vs SYK
+22,282.0%
+103,105.6%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.0% | +5.5% | +4.1% |
| 7D | -0.5% | -12.3% | +11.8% | +3.2% |
| 30D | +7.1% | -22.4% | +29.5% | +14.9% |
| 3M | +12.1% | -12.3% | +24.4% | +15.8% |
| 6M | +25.4% | -24.3% | +49.7% | +34.5% |
| YTD | +20.5% | -22.8% | +43.2% | +28.2% |
| 1Y | +44.5% | -28.8% | +73.3% | +57.3% |
| 3Y | +85.8% | -4.0% | +89.7% | +84.7% |
| 5Y | +124.8% | +3.8% | +120.9% | +117.3% |
| 10Y | +1,284.7% | +172.8% | +1,111.9% | +934.7% |
| All | +125,387.6% | +22,282.0% | +103,105.6% | +33,265.5% |
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 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