+1,458.7%
DIS vs SYK
+25,027.4%
-23,568.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.3% |
| 7D | -2.6% | -8.3% | +5.8% | 0.0% |
| 30D | +3.5% | -10.1% | +13.5% | +6.8% |
| 3M | +6.8% | +0.9% | +5.9% | +6.1% |
| 6M | +3.0% | -20.2% | +23.2% | +9.4% |
| YTD | -6.7% | -13.3% | +6.6% | -3.5% |
| 1Y | -10.1% | -22.3% | +12.3% | -4.0% |
| 3Y | +33.0% | +9.7% | +23.3% | +27.4% |
| 5Y | -40.0% | +15.4% | -55.4% | -43.6% |
| 10Y | +21.1% | +192.9% | -171.8% | -12.4% |
| All | +1,458.7% | +25,027.4% | -23,568.7% | +348.8% |
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