+4,521.4%
DELL vs SYK
+165.7%
+4,355.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.0% | -3.4% | -4.5% |
| 7D | -1.9% | -12.3% | +10.4% | +3.7% |
| 30D | +14.9% | -22.4% | +37.3% | +28.0% |
| 3M | +37.2% | -12.3% | +49.6% | +40.8% |
| 6M | +254.0% | -24.3% | +278.3% | +288.3% |
| YTD | +306.1% | -22.8% | +328.9% | +338.6% |
| 1Y | +312.3% | -28.8% | +341.1% | +363.7% |
| 3Y | +654.0% | -4.0% | +658.0% | +617.7% |
| 5Y | +1,055.3% | +3.8% | +1,051.5% | +926.9% |
| 10Y | +3,948.9% | +172.8% | +3,776.1% | +2,050.9% |
| All | +4,521.4% | +165.7% | +4,355.7% | +2,376.7% |
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 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