+1,527.5%
META vs SYK
+605.8%
+921.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.8% |
| 7D | +6.7% | -8.3% | +15.0% | +11.5% |
| 30D | +4.8% | -10.1% | +14.8% | +10.5% |
| 3M | -1.6% | +0.9% | -2.5% | -3.7% |
| 6M | -7.5% | -20.2% | +12.7% | +2.5% |
| YTD | -6.4% | -13.3% | +6.9% | -1.4% |
| 1Y | -17.3% | -22.3% | +5.0% | -7.7% |
| 3Y | +109.9% | +9.7% | +100.2% | +90.6% |
| 5Y | +65.4% | +15.4% | +49.9% | +44.5% |
| 10Y | +391.8% | +192.9% | +198.9% | +146.9% |
| All | +1,527.5% | +605.8% | +921.7% | +456.6% |
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 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