+1,847.4%
MRVL vs SYK
+173.6%
+1,673.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.5% | -2.4% |
| 7D | +8.7% | -12.3% | +21.0% | +15.9% |
| 30D | +6.9% | -22.4% | +29.3% | +21.2% |
| 3M | -10.1% | -12.3% | +2.2% | -8.1% |
| 6M | +143.4% | -24.3% | +167.7% | +169.5% |
| YTD | +167.5% | -22.8% | +190.2% | +189.9% |
| 1Y | +239.0% | -28.8% | +267.7% | +285.0% |
| 3Y | +311.0% | -4.0% | +314.9% | +286.1% |
| 5Y | +278.0% | +3.8% | +274.1% | +234.8% |
| All | +1,847.4% | +173.6% | +1,673.8% | +1,022.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling