+16.1%
JPM vs SYK
-4.2%
+20.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +9.4% | -5.2% | +3.1% |
| 7D | +3.8% | +11.7% | -8.0% | +2.5% |
| 30D | +6.5% | +19.1% | -12.6% | +4.6% |
| 3M | -1.0% | +1.4% | -2.4% | -1.4% |
| 6M | +15.5% | +17.4% | -1.9% | +11.8% |
| YTD | +11.4% | -2.5% | +13.9% | +11.6% |
| 1Y | +16.1% | -5.3% | +21.3% | +16.4% |
| All | +16.1% | -4.2% | +20.2% | +16.4% |
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