+45.7%
AMZN vs SYK
+3.4%
+42.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.8% |
| 7D | -2.7% | -12.3% | +9.6% | +3.6% |
| 30D | -7.5% | -22.4% | +15.0% | +4.7% |
| 3M | +5.8% | -12.3% | +18.2% | +10.3% |
| 6M | +17.5% | -24.3% | +41.8% | +32.8% |
| YTD | +9.1% | -22.8% | +31.9% | +21.3% |
| 1Y | +9.4% | -28.8% | +38.1% | +27.2% |
| 3Y | +82.2% | -4.0% | +86.2% | +70.5% |
| All | +45.7% | +3.4% | +42.3% | +21.8% |
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 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