-1.2%
PFE vs SYK
-4.6%
+3.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.1% |
| 7D | -4.0% | -12.3% | +8.3% | -1.5% |
| 30D | +3.9% | -22.4% | +26.3% | +9.2% |
| 3M | +9.9% | -12.3% | +22.2% | +12.4% |
| 6M | +5.3% | -24.3% | +29.6% | +10.9% |
| YTD | +16.8% | -22.8% | +39.5% | +22.3% |
| 1Y | +20.4% | -28.8% | +49.2% | +28.2% |
| All | -1.2% | -4.6% | +3.4% | +7.0% |
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 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