+52.6%
JNJ vs SYK
-28.8%
+81.4%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.2% |
| 7D | -4.3% | -12.3% | +8.0% | -1.5% |
| 30D | +3.0% | -22.4% | +25.5% | +8.9% |
| 3M | +12.2% | -12.3% | +24.6% | +15.1% |
| 6M | +10.5% | -24.3% | +34.8% | +15.4% |
| YTD | +30.8% | -22.8% | +53.5% | +36.0% |
| All | +52.6% | -28.8% | +81.4% | +61.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling