+67.6%
MA vs SYK
+2.4%
+65.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.5% |
| 7D | -3.5% | -12.3% | +8.9% | +2.5% |
| 30D | +0.7% | -22.4% | +23.1% | +13.2% |
| 3M | +15.8% | -12.3% | +28.1% | +21.6% |
| 6M | +10.2% | -24.3% | +34.5% | +24.3% |
| YTD | -0.5% | -22.8% | +22.3% | +10.7% |
| 1Y | -1.8% | -28.8% | +27.0% | +13.9% |
| 3Y | +38.7% | -4.0% | +42.7% | +34.4% |
| 5Y | +67.6% | +3.8% | +63.8% | +51.8% |
| All | +67.6% | +2.4% | +65.3% | +51.8% |
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 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