+98.1%
INTC vs SYK
+3.4%
+94.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.0% | -3.6% | -4.9% |
| 7D | +9.4% | -12.3% | +21.8% | +14.0% |
| 30D | +2.7% | -22.4% | +25.1% | +11.7% |
| 3M | -6.3% | -12.3% | +6.1% | -5.4% |
| 6M | +114.5% | -24.3% | +138.8% | +133.0% |
| YTD | +171.9% | -22.8% | +194.6% | +189.9% |
| 1Y | +305.0% | -28.8% | +333.8% | +351.3% |
| 3Y | +168.3% | -4.0% | +172.3% | +145.7% |
| All | +98.1% | +3.4% | +94.7% | +62.1% |
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