+97,349.8%
ASML vs SYK
+6,915.9%
+90,433.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.8% | +4.9% |
| 7D | +1.1% | -8.3% | +9.4% | +5.1% |
| 30D | +2.2% | -10.1% | +12.2% | +6.9% |
| 3M | -2.3% | +0.9% | -3.2% | -4.8% |
| 6M | +23.0% | -20.2% | +43.2% | +33.0% |
| YTD | +61.1% | -13.3% | +74.3% | +67.2% |
| 1Y | +129.1% | -22.3% | +151.5% | +149.3% |
| 3Y | +165.4% | +9.7% | +155.6% | +144.0% |
| 5Y | +109.5% | +15.4% | +94.1% | +88.6% |
| 10Y | +1,645.7% | +192.9% | +1,452.9% | +918.3% |
| All | +97,349.8% | +6,915.9% | +90,433.9% | +17,999.5% |
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 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