+22.5%
MA vs SYK
-4.2%
+26.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +9.4% | -5.4% | +1.4% |
| 7D | +10.2% | +11.7% | -1.5% | +6.8% |
| 30D | +19.3% | +19.1% | +0.2% | +13.8% |
| 3M | +18.0% | +1.4% | +16.5% | +16.8% |
| 6M | +33.7% | +17.4% | +16.2% | +26.4% |
| YTD | +18.6% | -2.5% | +21.1% | +17.6% |
| 1Y | +22.5% | -5.3% | +27.8% | +22.8% |
| All | +22.5% | -4.2% | +26.6% | +22.8% |
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 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