-14.0%
META vs SYK
-30.6%
+16.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.5% | -1.3% |
| 7D | +5.5% | -12.3% | +17.9% | +6.7% |
| 30D | +7.6% | -22.4% | +30.0% | +10.1% |
| 3M | +13.0% | -12.3% | +25.3% | +13.8% |
| 6M | -1.3% | -24.3% | +23.0% | +0.7% |
| YTD | -2.2% | -22.8% | +20.6% | -0.3% |
| 1Y | -14.0% | -28.8% | +14.7% | -11.6% |
| All | -14.0% | -30.6% | +16.6% | -11.6% |
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