-0.8%
GOOG vs SYK
-6.5%
+5.7%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.9% |
| 7D | -0.2% | +7.5% | -7.7% | -0.6% |
| 30D | -18.2% | +20.4% | -38.7% | -19.1% |
| 3M | -21.7% | -0.3% | -21.5% | -21.7% |
| 6M | -26.6% | +14.2% | -40.7% | -28.8% |
| YTD | -10.0% | -3.8% | -6.2% | -8.9% |
| 1Y | -0.8% | -5.3% | +4.5% | +1.3% |
| All | -0.8% | -6.5% | +5.7% | +1.3% |
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