+13,624.1%
MA vs SYK
+682.8%
+12,941.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.8% | +7.4% | +4.0% |
| 7D | -1.8% | -12.9% | +11.2% | +6.7% |
| 30D | +1.4% | -18.5% | +19.9% | +14.5% |
| 3M | +17.7% | -8.1% | +25.8% | +21.9% |
| 6M | +9.7% | -23.8% | +33.4% | +27.0% |
| YTD | +0.5% | -20.9% | +21.4% | +13.3% |
| 1Y | -2.1% | -29.0% | +26.9% | +17.9% |
| 3Y | +40.1% | -1.7% | +41.8% | +33.6% |
| 5Y | +67.5% | +4.0% | +63.6% | +50.3% |
| 10Y | +505.6% | +168.8% | +336.8% | +182.9% |
| All | +13,624.1% | +682.8% | +12,941.4% | +3,498.2% |
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