+252.1%
INTC vs SYK
+179.2%
+72.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.1% | +0.6% | +1.7% |
| 7D | +7.5% | -9.1% | +16.5% | +11.5% |
| 30D | +2.0% | -20.6% | +22.6% | +12.1% |
| 3M | -12.0% | -9.6% | -2.4% | -11.2% |
| 6M | +114.5% | -19.9% | +134.4% | +128.1% |
| YTD | +179.0% | -21.2% | +200.1% | +197.3% |
| 1Y | +318.3% | -28.4% | +346.7% | +367.8% |
| 3Y | +171.2% | -5.3% | +176.5% | +158.5% |
| 5Y | +107.6% | +6.0% | +101.6% | +82.6% |
| All | +252.1% | +179.2% | +72.9% | +89.9% |
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