+17,170.0%
LLY vs SYK
+22,814.2%
-5,644.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -8.8% | +6.6% | +0.1% |
| 7D | -3.1% | -12.9% | +9.8% | +0.4% |
| 30D | -5.1% | -18.5% | +13.4% | 0.0% |
| 3M | -2.1% | -8.1% | +6.0% | -0.2% |
| 6M | +13.8% | -23.8% | +37.6% | +21.5% |
| YTD | +5.1% | -20.9% | +26.0% | +11.0% |
| 1Y | +53.1% | -29.0% | +82.1% | +66.1% |
| 3Y | +95.6% | -1.7% | +97.3% | +94.6% |
| 5Y | +361.5% | +4.0% | +357.6% | +346.0% |
| 10Y | +1,545.2% | +168.8% | +1,376.4% | +1,117.9% |
| All | +17,170.0% | +22,814.2% | -5,644.1% | +4,840.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling