+3,201.5%
PFE vs SYK
+22,814.2%
-19,612.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -8.8% | +6.5% | +0.1% |
| 7D | -2.7% | -12.9% | +10.2% | +0.9% |
| 30D | +3.8% | -18.5% | +22.3% | +9.6% |
| 3M | +10.4% | -8.1% | +18.4% | +12.3% |
| 6M | +6.3% | -23.8% | +30.0% | +13.4% |
| YTD | +17.4% | -20.9% | +38.3% | +23.9% |
| 1Y | +21.1% | -29.0% | +50.1% | +31.5% |
| 3Y | -1.6% | -1.7% | +0.1% | -3.2% |
| 5Y | -22.2% | +4.0% | -26.1% | -25.9% |
| 10Y | +32.9% | +168.8% | -135.9% | -5.1% |
| All | +3,201.5% | +22,814.2% | -19,612.6% | +591.9% |
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