+636.7%
DELL vs SYK
-4.6%
+641.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.0% | -3.4% | -5.1% |
| 7D | -1.9% | -12.3% | +10.4% | -0.3% |
| 30D | +14.9% | -22.4% | +37.3% | +19.0% |
| 3M | +37.2% | -12.3% | +49.6% | +36.0% |
| 6M | +254.0% | -24.3% | +278.3% | +277.1% |
| YTD | +306.1% | -22.8% | +328.9% | +325.3% |
| 1Y | +312.3% | -28.8% | +341.1% | +353.0% |
| All | +636.7% | -4.6% | +641.3% | +629.7% |
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