+144.3%
GILD vs SYK
+3.4%
+140.9%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.1% |
| 7D | -4.2% | -12.3% | +8.1% | -1.2% |
| 30D | +6.7% | -22.4% | +29.1% | +13.3% |
| 3M | +20.0% | -12.3% | +32.3% | +23.4% |
| 6M | -1.3% | -24.3% | +23.0% | +5.0% |
| YTD | +19.4% | -22.8% | +42.2% | +26.3% |
| 1Y | +28.9% | -28.8% | +57.7% | +39.0% |
| 3Y | +110.3% | -4.0% | +114.3% | +109.0% |
| All | +144.3% | +3.4% | +140.9% | +130.8% |
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 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