+116.2%
ASML vs SYK
-29.2%
+145.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -2.1% |
| 7D | +2.8% | -11.8% | +14.6% | +0.7% |
| 30D | -0.2% | -20.4% | +20.1% | -3.8% |
| 3M | -2.6% | -12.1% | +9.5% | -4.8% |
| 6M | +27.9% | -24.3% | +52.2% | +28.5% |
| YTD | +62.4% | -21.2% | +83.7% | +64.6% |
| 1Y | +116.2% | -29.2% | +145.4% | +117.0% |
| All | +116.2% | -29.2% | +145.4% | +117.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling