+265.0%
AMAT vs SYK
+3.9%
+261.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -8.8% | +12.8% | +7.8% |
| 7D | +7.0% | -12.9% | +19.9% | +13.3% |
| 30D | -12.2% | -18.5% | +6.3% | -4.4% |
| 3M | -3.8% | -8.1% | +4.2% | -4.5% |
| 6M | +45.9% | -23.8% | +69.7% | +61.8% |
| YTD | +84.6% | -20.9% | +105.6% | +99.0% |
| 1Y | +193.4% | -29.0% | +222.3% | +238.6% |
| 3Y | +228.1% | -1.7% | +229.8% | +192.1% |
| All | +265.0% | +3.9% | +261.1% | +195.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling