+1,645.9%
PLTR vs SYK
+39.6%
+1,606.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -1.2% |
| 7D | -9.1% | -12.3% | +3.2% | -3.0% |
| 30D | -5.2% | -22.4% | +17.3% | +7.6% |
| 3M | +27.4% | -12.3% | +39.7% | +33.4% |
| 6M | +9.7% | -24.3% | +34.0% | +24.2% |
| YTD | -6.7% | -22.8% | +16.1% | +3.5% |
| 1Y | -0.5% | -28.8% | +28.3% | +15.4% |
| 3Y | +996.2% | -4.0% | +1,000.2% | +938.3% |
| 5Y | +531.1% | +3.8% | +527.3% | +422.2% |
| All | +1,645.9% | +39.6% | +1,606.2% | +1,336.6% |
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