+161.4%
JPM vs SYK
-4.6%
+166.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.6% | +0.1% |
| 7D | -2.3% | -12.3% | +10.0% | +0.6% |
| 30D | -2.3% | -22.4% | +20.1% | +3.6% |
| 3M | +14.9% | -12.3% | +27.2% | +17.2% |
| 6M | +23.6% | -24.3% | +47.9% | +31.9% |
| YTD | +11.3% | -22.8% | +34.0% | +17.7% |
| 1Y | +19.9% | -28.8% | +48.7% | +30.2% |
| All | +161.4% | -4.6% | +166.0% | +172.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling