-8.3%
DIS vs SYK
-28.8%
+20.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.5% | +2.0% |
| 7D | -1.3% | -12.3% | +11.1% | +1.3% |
| 30D | +2.2% | -22.4% | +24.7% | +7.6% |
| 3M | +8.1% | -12.3% | +20.5% | +10.9% |
| 6M | +5.2% | -24.3% | +29.6% | +10.6% |
| YTD | -6.3% | -22.8% | +16.5% | -1.7% |
| All | -8.3% | -28.8% | +20.5% | -3.4% |
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