+359.5%
LIN vs SYK
+173.6%
+185.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.2% |
| 7D | -4.3% | -12.3% | +8.1% | +1.3% |
| 30D | -5.6% | -22.4% | +16.9% | +5.4% |
| 3M | -9.0% | -12.3% | +3.3% | -4.6% |
| 6M | -2.5% | -24.3% | +21.8% | +8.9% |
| YTD | +9.3% | -22.8% | +32.1% | +20.6% |
| 1Y | -1.0% | -28.8% | +27.8% | +13.3% |
| 3Y | +24.0% | -4.0% | +28.0% | +20.9% |
| 5Y | +59.1% | +3.8% | +55.3% | +46.0% |
| All | +359.5% | +173.6% | +185.9% | +184.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling