+199.6%
ARM vs SYK
+7.1%
+192.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.7% | -4.5% |
| 7D | +9.1% | -5.0% | +14.1% | +10.2% |
| 30D | -19.9% | +9.9% | -29.9% | -22.0% |
| 3M | -31.6% | -8.9% | -22.7% | -29.8% |
| 6M | -13.9% | +3.1% | -17.0% | -18.9% |
| YTD | +74.3% | -11.1% | +85.4% | +79.6% |
| 1Y | +35.8% | -16.2% | +52.0% | +46.2% |
| 3Y | +268.6% | +13.2% | +255.4% | +214.8% |
| All | +199.6% | +7.1% | +192.5% | +163.2% |
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 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