+1,594.6%
META vs SYK
+623.2%
+971.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.8% | +3.3% |
| 7D | +5.2% | -5.0% | +10.1% | +7.9% |
| 30D | -13.0% | +9.9% | -22.9% | -17.8% |
| 3M | +7.9% | -8.9% | +16.9% | +11.8% |
| 6M | +4.2% | +3.1% | +1.1% | -0.4% |
| YTD | -2.5% | -11.1% | +8.6% | +0.1% |
| 1Y | +5.6% | -16.2% | +21.7% | +11.9% |
| 3Y | +96.8% | +13.2% | +83.6% | +74.3% |
| 5Y | +90.0% | +23.5% | +66.6% | +58.7% |
| 10Y | +444.3% | +213.3% | +231.0% | +161.1% |
| All | +1,594.6% | +623.2% | +971.4% | +465.5% |
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