-35.3%
BABA vs SYK
-4.2%
-31.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +9.4% | -4.5% | +4.1% |
| 7D | +4.3% | +11.7% | -7.4% | +3.3% |
| 30D | -5.0% | +19.1% | -24.1% | -6.0% |
| 3M | -18.4% | +1.4% | -19.8% | -19.2% |
| 6M | -20.3% | +17.4% | -37.7% | -21.3% |
| YTD | -27.5% | -2.5% | -25.0% | -28.3% |
| 1Y | -35.3% | -5.3% | -30.0% | -35.8% |
| All | -35.3% | -4.2% | -31.2% | -35.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling