+8,399.1%
JNJ vs SYK
+22,282.0%
-13,882.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.2% |
| 7D | -4.3% | -12.3% | +8.0% | -1.4% |
| 30D | +3.0% | -22.4% | +25.5% | +9.2% |
| 3M | +12.2% | -12.3% | +24.6% | +15.3% |
| 6M | +10.5% | -24.3% | +34.8% | +17.2% |
| YTD | +30.8% | -22.8% | +53.5% | +37.9% |
| 1Y | +54.9% | -28.8% | +83.7% | +66.4% |
| 3Y | +80.7% | -4.0% | +84.6% | +79.1% |
| 5Y | +83.4% | +3.8% | +79.6% | +76.0% |
| 10Y | +195.7% | +172.8% | +22.9% | +122.2% |
| All | +8,399.1% | +22,282.0% | -13,882.9% | +2,021.7% |
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