+361.0%
ORLY vs SYK
+179.2%
+181.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | -0.3% |
| 7D | -2.4% | -9.1% | +6.7% | +0.7% |
| 30D | -6.8% | -20.6% | +13.9% | +0.7% |
| 3M | -4.8% | -9.6% | +4.9% | -2.2% |
| 6M | -9.1% | -19.9% | +10.8% | -2.9% |
| YTD | -5.9% | -21.2% | +15.3% | +0.7% |
| 1Y | -20.4% | -28.4% | +8.0% | -11.9% |
| 3Y | +36.6% | -5.3% | +41.9% | +34.3% |
| 5Y | +117.3% | +6.0% | +111.3% | +99.8% |
| All | +361.0% | +179.2% | +181.8% | +193.0% |
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