-31.4%
BABA vs SYK
+2.4%
-33.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.1% |
| 7D | -2.9% | -12.3% | +9.4% | +1.3% |
| 30D | -15.1% | -22.4% | +7.4% | -7.6% |
| 3M | -5.0% | -12.3% | +7.3% | -2.0% |
| 6M | -19.9% | -24.3% | +4.4% | -12.6% |
| YTD | -25.3% | -22.8% | -2.5% | -19.5% |
| 1Y | -23.9% | -28.8% | +4.9% | -15.2% |
| 3Y | +28.1% | -4.0% | +32.1% | +20.0% |
| 5Y | -31.4% | +3.8% | -35.2% | -45.4% |
| All | -31.4% | +2.4% | -33.8% | -45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling