+23.6%
JPM vs SYK
-25.5%
+49.2%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.6% | -0.2% |
| 7D | -2.3% | -12.3% | +10.0% | -1.4% |
| 30D | -2.3% | -22.4% | +20.1% | -0.6% |
| 3M | +14.9% | -12.3% | +27.2% | +14.9% |
| 6M | +23.6% | -24.3% | +47.9% | +31.1% |
| All | +23.6% | -25.5% | +49.2% | +31.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling