+85,698.1%
ASML vs SYK
+7,429.4%
+78,268.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.2% |
| 7D | -2.9% | +4.4% | -7.3% | -5.1% |
| 30D | -15.2% | +16.9% | -32.1% | -21.6% |
| 3M | -12.9% | -5.9% | -7.0% | -11.9% |
| 6M | -5.0% | +14.3% | -19.3% | -13.9% |
| YTD | +41.8% | -6.9% | +48.7% | +40.7% |
| 1Y | +46.0% | -7.6% | +53.7% | +45.2% |
| 3Y | +133.5% | +22.1% | +111.4% | +102.4% |
| 5Y | +93.0% | +26.1% | +66.9% | +64.8% |
| 10Y | +1,534.9% | +217.6% | +1,317.3% | +808.2% |
| All | +85,698.1% | +7,429.4% | +78,268.7% | +15,133.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling