+1,767.1%
ASML vs SYK
+169.6%
+1,597.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.8% |
| 7D | +2.8% | -11.8% | +14.6% | +9.2% |
| 30D | -0.2% | -20.4% | +20.1% | +11.5% |
| 3M | -2.6% | -12.1% | +9.5% | +1.0% |
| 6M | +27.9% | -24.3% | +52.2% | +43.7% |
| YTD | +62.4% | -21.2% | +83.7% | +77.6% |
| 1Y | +116.2% | -29.2% | +145.4% | +150.6% |
| 3Y | +182.4% | -2.1% | +184.5% | +165.4% |
| 5Y | +112.4% | +4.7% | +107.6% | +88.8% |
| 10Y | +1,767.1% | +178.2% | +1,588.8% | +856.5% |
| All | +1,767.1% | +169.6% | +1,597.5% | +856.5% |
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 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