+2,761.7%
AVGO vs SYK
+173.6%
+2,588.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | 0.0% |
| 7D | +1.0% | -12.3% | +13.4% | +7.1% |
| 30D | -13.3% | -22.4% | +9.2% | -2.7% |
| 3M | -2.9% | -12.3% | +9.5% | +0.6% |
| 6M | +5.7% | -24.3% | +30.0% | +17.5% |
| YTD | +4.6% | -22.8% | +27.4% | +14.4% |
| 1Y | -1.6% | -28.8% | +27.1% | +11.9% |
| 3Y | +336.2% | -4.0% | +340.2% | +310.2% |
| 5Y | +695.6% | +3.8% | +691.8% | +599.3% |
| All | +2,761.7% | +173.6% | +2,588.2% | +1,382.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling