-49.5%
ORCL vs SYK
-4.2%
-45.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +9.4% | -11.3% | +0.2% |
| 7D | -14.4% | +11.7% | -26.1% | -11.8% |
| 30D | -12.8% | +19.1% | -31.9% | -8.7% |
| 3M | -14.8% | +1.4% | -16.2% | -14.5% |
| 6M | -30.9% | +17.4% | -48.3% | -25.8% |
| YTD | -35.7% | -2.5% | -33.1% | -36.3% |
| 1Y | -49.5% | -5.3% | -44.2% | -51.1% |
| All | -49.5% | -4.2% | -45.3% | -51.1% |
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