+18.7%
HPQ vs SYK
-21.3%
+40.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.3% |
| 7D | +6.9% | -8.3% | +15.3% | +7.3% |
| 30D | +14.4% | -10.1% | +24.5% | +14.8% |
| 3M | +25.6% | +0.9% | +24.7% | +26.3% |
| 6M | +75.0% | -20.2% | +95.2% | +81.8% |
| YTD | +50.7% | -13.3% | +64.0% | +52.7% |
| 1Y | +18.7% | -22.3% | +41.0% | +25.0% |
| All | +18.7% | -21.3% | +40.0% | +25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling