+13,271.7%
GOOGL vs SYK
+639.7%
+12,632.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.5% | +1.5% |
| 7D | -2.8% | -12.3% | +9.5% | +3.0% |
| 30D | -3.2% | -22.4% | +19.2% | +8.5% |
| 3M | -6.6% | -12.3% | +5.7% | -2.5% |
| 6M | +8.5% | -24.3% | +32.8% | +20.9% |
| YTD | +6.5% | -22.8% | +29.2% | +17.2% |
| 1Y | +39.4% | -28.8% | +68.2% | +59.1% |
| 3Y | +146.2% | -4.0% | +150.2% | +137.6% |
| 5Y | +138.3% | +3.8% | +134.5% | +118.5% |
| 10Y | +751.7% | +172.8% | +578.9% | +371.4% |
| All | +13,271.7% | +639.7% | +12,632.0% | +4,705.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling