+336.5%
ORCL vs SYK
+173.6%
+162.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.0% | -3.4% | -4.7% |
| 7D | -0.7% | -12.3% | +11.6% | +3.6% |
| 30D | +5.1% | -22.4% | +27.6% | +14.5% |
| 3M | -23.7% | -12.3% | -11.4% | -21.3% |
| 6M | +3.1% | -24.3% | +27.4% | +11.8% |
| YTD | -20.8% | -22.8% | +2.0% | -15.2% |
| 1Y | -52.9% | -28.8% | -24.1% | -48.2% |
| 3Y | +25.4% | -4.0% | +29.4% | +20.3% |
| 5Y | +82.4% | +3.8% | +78.6% | +66.4% |
| All | +336.5% | +173.6% | +162.9% | +178.5% |
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 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