+188.2%
ASML vs SYK
-1.3%
+189.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -8.8% | +11.7% | +4.7% |
| 7D | +6.0% | -12.9% | +18.9% | +8.9% |
| 30D | +1.4% | -18.5% | +19.8% | +5.6% |
| 3M | +1.0% | -8.1% | +9.1% | 0.0% |
| 6M | +37.0% | -23.8% | +60.8% | +47.3% |
| YTD | +65.8% | -20.9% | +86.7% | +74.9% |
| 1Y | +123.1% | -29.0% | +152.1% | +148.0% |
| 3Y | +188.2% | -1.7% | +189.9% | +181.4% |
| All | +188.2% | -1.3% | +189.4% | +181.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling