+86.4%
ASML vs SYK
+24.9%
+61.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | 0.0% | +6.3% | +6.2% |
| 7D | -0.8% | +6.2% | -7.0% | -3.9% |
| 30D | -14.9% | +17.5% | -32.3% | -21.6% |
| 3M | -13.0% | -3.6% | -9.3% | -12.4% |
| 6M | -4.7% | +14.8% | -19.5% | -16.0% |
| YTD | +42.3% | -6.5% | +48.8% | +42.5% |
| 1Y | +49.7% | -7.5% | +57.2% | +50.6% |
| 3Y | +144.3% | +23.9% | +120.4% | +91.9% |
| 5Y | +86.4% | +24.8% | +61.6% | +31.7% |
| All | +86.4% | +24.9% | +61.5% | +31.7% |
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