+26.1%
GILD vs SYK
-28.8%
+54.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.1% |
| 7D | -4.2% | -12.3% | +8.1% | -1.1% |
| 30D | +6.7% | -22.4% | +29.1% | +13.6% |
| 3M | +20.0% | -12.3% | +32.3% | +23.5% |
| 6M | -1.3% | -24.3% | +23.0% | +6.2% |
| YTD | +19.4% | -22.8% | +42.2% | +27.3% |
| All | +26.1% | -28.8% | +54.9% | +40.0% |
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