+767.4%
GOOG vs SYK
+173.6%
+593.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.5% |
| 7D | -2.5% | -12.3% | +9.8% | +3.2% |
| 30D | -3.6% | -22.4% | +18.8% | +7.8% |
| 3M | -6.4% | -12.3% | +5.9% | -2.5% |
| 6M | +7.8% | -24.3% | +32.1% | +20.1% |
| YTD | +5.5% | -22.8% | +28.3% | +16.0% |
| 1Y | +38.3% | -28.8% | +67.1% | +57.7% |
| 3Y | +143.1% | -4.0% | +147.1% | +132.1% |
| 5Y | +135.0% | +3.8% | +131.2% | +111.0% |
| All | +767.4% | +173.6% | +593.8% | +366.8% |
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 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