-80.8%
PYPL vs SYK
+3.4%
-84.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.1% | +3.3% |
| 7D | -5.9% | -12.3% | +6.4% | +1.0% |
| 30D | -9.4% | -22.4% | +13.0% | +3.9% |
| 3M | +31.3% | -12.3% | +43.6% | +39.1% |
| 6M | +19.1% | -24.3% | +43.4% | +37.2% |
| YTD | -7.9% | -22.8% | +14.9% | +4.6% |
| 1Y | -17.9% | -28.8% | +10.9% | -2.0% |
| 3Y | -11.6% | -4.0% | -7.6% | -15.7% |
| All | -80.8% | +3.4% | -84.2% | -83.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling