-40.7%
DIS vs SYK
+2.4%
-43.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.5% | +2.4% |
| 7D | -1.3% | -12.3% | +11.1% | +4.4% |
| 30D | +2.2% | -22.4% | +24.7% | +14.2% |
| 3M | +8.1% | -12.3% | +20.5% | +13.3% |
| 6M | +5.2% | -24.3% | +29.6% | +18.0% |
| YTD | -6.3% | -22.8% | +16.5% | +3.7% |
| 1Y | -7.3% | -28.8% | +21.5% | +6.6% |
| 3Y | +33.8% | -4.0% | +37.8% | +29.3% |
| 5Y | -40.7% | +3.8% | -44.6% | -47.4% |
| All | -40.7% | +2.4% | -43.1% | -47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling