+6.8%
BABA vs SYK
+323.1%
-316.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.3% |
| 7D | -13.8% | -5.0% | -8.8% | -12.1% |
| 30D | -15.1% | +9.9% | -25.1% | -18.3% |
| 3M | -22.7% | -8.9% | -13.8% | -20.5% |
| 6M | -34.7% | +3.1% | -37.8% | -36.6% |
| YTD | -35.0% | -11.1% | -23.9% | -33.5% |
| 1Y | -40.4% | -16.2% | -24.2% | -37.6% |
| 3Y | +21.9% | +13.2% | +8.8% | +10.3% |
| 5Y | -39.9% | +23.5% | -63.4% | -48.7% |
| 10Y | +7.9% | +213.3% | -205.5% | -46.0% |
| All | +6.8% | +323.1% | -316.2% | -56.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling