+2,467.6%
IBM vs SYK
+22,727.9%
-20,260.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.8% | +3.5% |
| 7D | +3.6% | -11.8% | +15.3% | +6.3% |
| 30D | +1.5% | -20.4% | +21.9% | +6.5% |
| 3M | -12.9% | -12.1% | -0.8% | -10.3% |
| 6M | -3.9% | -24.3% | +20.4% | +1.8% |
| YTD | -17.3% | -21.2% | +3.9% | -13.3% |
| 1Y | -5.0% | -29.2% | +24.2% | +1.8% |
| 3Y | +78.2% | -2.1% | +80.3% | +77.3% |
| 5Y | +120.6% | +4.7% | +115.9% | +114.0% |
| 10Y | +144.5% | +178.2% | -33.8% | +95.0% |
| All | +2,467.6% | +22,727.9% | -20,260.3% | +921.6% |
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