+53,204.8%
ORLY vs SYK
+10,249.1%
+42,955.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.2% |
| 7D | -2.1% | -12.3% | +10.2% | +1.1% |
| 30D | -7.6% | -22.4% | +14.8% | -1.6% |
| 3M | -5.5% | -12.3% | +6.9% | -2.8% |
| 6M | -9.7% | -24.3% | +14.6% | -3.8% |
| YTD | -6.2% | -22.8% | +16.5% | -0.8% |
| 1Y | -18.6% | -28.8% | +10.1% | -12.2% |
| 3Y | +33.8% | -4.0% | +37.8% | +32.6% |
| 5Y | +116.5% | +3.8% | +112.7% | +107.4% |
| 10Y | +361.0% | +172.8% | +188.2% | +243.6% |
| All | +53,204.8% | +10,249.1% | +42,955.7% | +25,531.9% |
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