-0.9%
MSFT vs SYK
-28.8%
+27.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.1% | +0.3% |
| 7D | -3.5% | -12.3% | +8.9% | -2.3% |
| 30D | -2.1% | -22.4% | +20.4% | +0.1% |
| 3M | +24.2% | -12.3% | +36.5% | +25.3% |
| 6M | +21.9% | -24.3% | +46.2% | +22.7% |
| YTD | +2.5% | -22.8% | +25.2% | +3.1% |
| All | -0.9% | -28.8% | +27.9% | -2.1% |
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 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