+55.7%
LLY vs SYK
-21.3%
+77.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.4% |
| 7D | -2.1% | -8.3% | +6.2% | +0.3% |
| 30D | -1.6% | -10.1% | +8.4% | +1.5% |
| 3M | +2.3% | +0.9% | +1.4% | +2.2% |
| 6M | +14.9% | -20.2% | +35.1% | +21.0% |
| YTD | +7.5% | -13.3% | +20.8% | +11.2% |
| 1Y | +55.7% | -22.3% | +78.0% | +62.1% |
| All | +55.7% | -21.3% | +77.0% | +62.1% |
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 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