-11.3%
GLW vs SYK
-8.4%
-2.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -8.8% | +16.4% | +1.2% |
| 7D | +14.0% | -12.9% | +26.9% | +4.1% |
| 30D | +0.4% | -18.5% | +18.8% | -12.2% |
| 3M | -11.3% | -8.1% | -3.3% | -13.0% |
| All | -11.3% | -8.4% | -2.9% | -13.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling