+92.5%
LLY vs SYK
-4.6%
+97.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.8% | +0.6% |
| 7D | -3.2% | -12.3% | +9.2% | +1.7% |
| 30D | -7.4% | -22.4% | +15.0% | +1.9% |
| 3M | -1.0% | -12.3% | +11.3% | +3.4% |
| 6M | +12.5% | -24.3% | +36.8% | +24.5% |
| YTD | +5.0% | -22.8% | +27.8% | +15.0% |
| 1Y | +49.8% | -28.8% | +78.5% | +69.7% |
| All | +92.5% | -4.6% | +97.1% | +106.6% |
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