+214.2%
ARM vs SYK
+8.0%
+206.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.4% |
| 7D | +19.8% | -6.8% | +26.6% | +21.4% |
| 30D | -21.8% | +10.6% | -32.3% | -23.9% |
| 3M | -26.5% | -9.7% | -16.8% | -24.3% |
| 6M | -3.9% | +6.7% | -10.6% | -11.1% |
| YTD | +82.8% | -10.4% | +93.1% | +88.0% |
| 1Y | +34.3% | -14.0% | +48.3% | +42.3% |
| 3Y | +282.2% | +17.6% | +264.6% | +218.0% |
| All | +214.2% | +8.0% | +206.1% | +175.5% |
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