-49.8%
ORCL vs SYK
-28.8%
-20.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.0% | -3.4% | -6.0% |
| 7D | -0.7% | -12.3% | +11.6% | -4.5% |
| 30D | +5.1% | -22.4% | +27.6% | -2.6% |
| 3M | -23.7% | -12.3% | -11.4% | -25.4% |
| 6M | +3.1% | -24.3% | +27.4% | -5.4% |
| YTD | -20.8% | -22.8% | +2.0% | -26.6% |
| All | -49.8% | -28.8% | -20.9% | -54.7% |
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