+25.8%
LIN vs SYK
-1.3%
+27.1%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -8.8% | +6.9% | +0.5% |
| 7D | -3.5% | -12.9% | +9.4% | +0.2% |
| 30D | -4.1% | -18.5% | +14.4% | +1.4% |
| 3M | -6.4% | -8.1% | +1.7% | -4.6% |
| 6M | -2.4% | -23.8% | +21.3% | +5.2% |
| YTD | +10.9% | -20.9% | +31.9% | +17.9% |
| 1Y | 0.0% | -29.0% | +29.0% | +10.3% |
| 3Y | +25.8% | -1.7% | +27.5% | +26.8% |
| All | +25.8% | -1.3% | +27.1% | +26.8% |
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