+33,471.1%
ORCL vs SYK
+25,027.4%
+8,443.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +3.6% |
| 7D | +5.3% | -8.3% | +13.6% | +8.3% |
| 30D | +10.0% | -10.1% | +20.0% | +13.8% |
| 3M | -32.6% | +0.9% | -33.5% | -33.5% |
| 6M | +4.9% | -20.2% | +25.1% | +11.3% |
| YTD | -17.8% | -13.3% | -4.5% | -15.5% |
| 1Y | -28.0% | -22.3% | -5.6% | -23.7% |
| 3Y | +36.0% | +9.7% | +26.3% | +27.4% |
| 5Y | +88.7% | +15.4% | +73.3% | +71.8% |
| 10Y | +346.9% | +192.9% | +154.0% | +186.8% |
| All | +33,471.1% | +25,027.4% | +8,443.7% | +4,799.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling