+390.6%
LLY vs SYK
+5.5%
+385.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.7% | -1.3% |
| 7D | -2.9% | -9.1% | +6.2% | 0.0% |
| 30D | -8.4% | -20.6% | +12.2% | -1.5% |
| 3M | -3.8% | -9.6% | +5.8% | -1.0% |
| 6M | +11.9% | -19.9% | +31.8% | +19.4% |
| YTD | +4.3% | -21.2% | +25.5% | +11.6% |
| 1Y | +48.5% | -28.4% | +76.9% | +63.7% |
| 3Y | +91.2% | -5.3% | +96.6% | +95.6% |
| All | +390.6% | +5.5% | +385.1% | +372.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling