+161.7%
GILD vs SYK
+173.6%
-11.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.1% |
| 7D | -4.2% | -12.3% | +8.1% | -1.0% |
| 30D | +6.7% | -22.4% | +29.1% | +13.8% |
| 3M | +20.0% | -12.3% | +32.3% | +23.7% |
| 6M | -1.3% | -24.3% | +23.0% | +5.5% |
| YTD | +19.4% | -22.8% | +42.2% | +26.8% |
| 1Y | +28.9% | -28.8% | +57.7% | +39.8% |
| 3Y | +110.3% | -4.0% | +114.3% | +108.3% |
| 5Y | +144.8% | +3.8% | +141.0% | +133.5% |
| All | +161.7% | +173.6% | -11.9% | +103.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling