+1.3%
AMGN vs SYK
-22.7%
+24.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -2.2% |
| 7D | -13.7% | -9.1% | -4.6% | -10.2% |
| 30D | -8.8% | -20.6% | +11.8% | -1.1% |
| 3M | +7.2% | -9.6% | +16.8% | +10.5% |
| 6M | +1.3% | -19.9% | +21.1% | +9.4% |
| All | +1.3% | -22.7% | +24.0% | +9.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling