+132.5%
GOOG vs SYK
+3.4%
+129.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.4% |
| 7D | -2.5% | -12.3% | +9.8% | +2.4% |
| 30D | -3.6% | -22.4% | +18.8% | +6.2% |
| 3M | -6.4% | -12.3% | +5.9% | -3.3% |
| 6M | +7.8% | -24.3% | +32.1% | +18.9% |
| YTD | +5.5% | -22.8% | +28.3% | +14.8% |
| 1Y | +38.3% | -28.8% | +67.1% | +56.2% |
| 3Y | +143.1% | -4.0% | +147.1% | +126.2% |
| All | +132.5% | +3.4% | +129.1% | +93.9% |
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