+1,557.1%
ASML vs SYK
+213.4%
+1,343.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | +0.3% |
| 7D | +4.9% | -5.0% | +9.9% | +7.6% |
| 30D | -9.3% | +9.9% | -19.2% | -14.4% |
| 3M | -19.0% | -8.9% | -10.0% | -16.4% |
| 6M | -5.2% | +3.1% | -8.3% | -11.0% |
| YTD | +40.6% | -11.1% | +51.8% | +42.9% |
| 1Y | +47.5% | -16.2% | +63.7% | +55.0% |
| 3Y | +133.9% | +13.2% | +120.7% | +102.1% |
| 5Y | +83.8% | +23.5% | +60.3% | +48.2% |
| All | +1,557.1% | +213.4% | +1,343.7% | +722.5% |
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