+199.6%
AMGN vs SYK
+173.6%
+26.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.3% | -1.6% |
| 7D | -13.9% | -12.3% | -1.5% | -10.0% |
| 30D | -7.1% | -22.4% | +15.3% | +0.9% |
| 3M | +13.9% | -12.3% | +26.2% | +18.5% |
| 6M | +3.2% | -24.3% | +27.6% | +12.3% |
| YTD | +19.2% | -22.8% | +42.0% | +28.8% |
| 1Y | +41.1% | -28.8% | +69.9% | +56.2% |
| 3Y | +61.3% | -4.0% | +65.3% | +60.6% |
| 5Y | +109.1% | +3.8% | +105.2% | +98.6% |
| All | +199.6% | +173.6% | +26.0% | +131.8% |
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