+41.1%
MS vs SYK
-30.6%
+71.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.7% | -1.3% |
| 7D | -2.1% | -12.3% | +10.3% | -2.2% |
| 30D | -1.1% | -22.4% | +21.3% | -1.5% |
| 3M | +3.5% | -12.3% | +15.8% | +2.6% |
| 6M | +33.7% | -24.3% | +58.0% | +37.1% |
| YTD | +21.8% | -22.8% | +44.5% | +24.6% |
| 1Y | +41.1% | -28.8% | +69.9% | +46.5% |
| All | +41.1% | -30.6% | +71.7% | +46.5% |
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 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