+32.1%
ORCL vs SYK
-2.7%
+34.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.5% |
| 7D | +10.9% | -11.8% | +22.7% | +12.1% |
| 30D | +7.0% | -20.4% | +27.4% | +9.4% |
| 3M | -21.2% | -12.1% | -9.1% | -20.6% |
| 6M | +7.4% | -24.3% | +31.7% | +12.4% |
| YTD | -16.3% | -21.2% | +4.9% | -13.9% |
| 1Y | -32.3% | -29.2% | -3.1% | -27.9% |
| All | +32.1% | -2.7% | +34.8% | +28.2% |
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