+49.1%
MSFT vs SYK
-4.6%
+53.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.1% | +0.6% |
| 7D | -3.5% | -12.3% | +8.9% | -0.7% |
| 30D | -2.1% | -22.4% | +20.4% | +3.5% |
| 3M | +24.2% | -12.3% | +36.5% | +27.0% |
| 6M | +21.9% | -24.3% | +46.2% | +29.3% |
| YTD | +2.5% | -22.8% | +25.2% | +7.8% |
| 1Y | -0.8% | -28.8% | +28.0% | +6.8% |
| All | +49.1% | -4.6% | +53.7% | +54.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling