+31.0%
BABA vs SYK
-2.7%
+33.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.8% |
| 7D | -2.2% | -11.8% | +9.6% | -0.6% |
| 30D | -17.3% | -20.4% | +3.0% | -14.9% |
| 3M | -7.8% | -12.1% | +4.3% | -6.7% |
| 6M | -16.8% | -24.3% | +7.6% | -13.6% |
| YTD | -24.7% | -21.2% | -3.5% | -22.5% |
| 1Y | -24.9% | -29.2% | +4.2% | -21.0% |
| All | +31.0% | -2.7% | +33.8% | +32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling