+780.7%
GOOG vs SYK
+179.2%
+601.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.5% | +0.6% |
| 7D | 0.0% | -9.1% | +9.1% | +4.2% |
| 30D | -2.0% | -20.6% | +18.7% | +8.5% |
| 3M | -5.9% | -9.6% | +3.7% | -3.3% |
| 6M | +8.9% | -19.9% | +28.8% | +18.1% |
| YTD | +7.1% | -21.2% | +28.3% | +16.7% |
| 1Y | +39.7% | -28.4% | +68.1% | +59.1% |
| 3Y | +145.8% | -5.3% | +151.2% | +137.1% |
| 5Y | +138.6% | +6.0% | +132.6% | +112.3% |
| All | +780.7% | +179.2% | +601.5% | +369.6% |
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