+134.5%
IBM vs SYK
+173.6%
-39.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -1.7% |
| 7D | -0.3% | -12.3% | +12.0% | +4.8% |
| 30D | -1.8% | -22.4% | +20.6% | +8.1% |
| 3M | -13.5% | -12.3% | -1.1% | -8.8% |
| 6M | -5.1% | -24.3% | +19.2% | +5.2% |
| YTD | -19.4% | -22.8% | +3.4% | -11.7% |
| 1Y | -6.5% | -28.8% | +22.2% | +5.6% |
| 3Y | +73.8% | -4.0% | +77.8% | +71.7% |
| 5Y | +116.3% | +3.8% | +112.5% | +101.5% |
| All | +134.5% | +173.6% | -39.1% | +58.3% |
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