+4.2%
META vs SYK
+7.2%
-3.0%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.8% | +2.9% |
| 7D | +5.2% | -5.0% | +10.1% | +5.4% |
| 30D | -13.0% | +9.9% | -22.9% | -13.1% |
| 3M | +7.9% | -8.9% | +16.9% | +8.4% |
| 6M | +4.2% | +3.1% | +1.1% | +4.1% |
| All | +4.2% | +7.2% | -3.0% | +4.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling