+13,469.6%
INTU vs SYK
+10,759.8%
+2,709.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | -8.5% | -11.8% | +3.3% | -3.8% |
| 30D | -6.1% | -20.4% | +14.2% | +2.7% |
| 3M | +7.3% | -12.1% | +19.4% | +12.8% |
| 6M | -33.2% | -24.3% | -8.9% | -25.8% |
| YTD | -52.2% | -21.2% | -30.9% | -47.8% |
| 1Y | -52.7% | -29.2% | -23.5% | -46.2% |
| 3Y | -41.6% | -2.1% | -39.6% | -42.3% |
| 5Y | -42.6% | +4.7% | -47.4% | -44.4% |
| 10Y | +211.0% | +178.2% | +32.8% | +110.8% |
| All | +13,469.6% | +10,759.8% | +2,709.8% | +2,963.3% |
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 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