+143.3%
DELL vs SYK
-4.2%
+147.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +9.4% | -18.2% | -4.0% |
| 7D | -24.6% | +11.7% | -36.3% | -19.5% |
| 30D | -32.5% | +19.1% | -51.6% | -25.1% |
| 3M | -20.2% | +1.4% | -21.6% | -18.6% |
| 6M | +76.5% | +17.4% | +59.0% | +93.2% |
| YTD | +198.9% | -2.5% | +201.5% | +227.4% |
| 1Y | +143.3% | -5.3% | +148.6% | +164.4% |
| All | +143.3% | -4.2% | +147.5% | +164.4% |
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 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