-29.5%
BABA vs SYK
-28.8%
-0.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.7% |
| 7D | -2.9% | -12.3% | +9.4% | -2.6% |
| 30D | -15.1% | -22.4% | +7.4% | -14.7% |
| 3M | -5.0% | -12.3% | +7.3% | -5.1% |
| 6M | -19.9% | -24.3% | +4.4% | -19.6% |
| YTD | -25.3% | -22.8% | -2.5% | -24.8% |
| All | -29.5% | -28.8% | -0.7% | -28.0% |
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