+1.4%
HON vs SYK
+3.4%
-2.0%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.6% | -0.7% |
| 7D | -2.6% | -12.3% | +9.7% | +1.7% |
| 30D | -11.9% | -22.4% | +10.6% | -4.0% |
| 3M | -6.1% | -12.3% | +6.3% | -2.8% |
| 6M | -19.2% | -24.3% | +5.1% | -11.7% |
| YTD | +0.2% | -22.8% | +22.9% | +8.3% |
| 1Y | -1.5% | -28.8% | +27.3% | +9.8% |
| 3Y | +17.9% | -4.0% | +21.9% | +16.5% |
| All | +1.4% | +3.4% | -2.0% | -6.5% |
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