+43.7%
PYPL vs SYK
+228.8%
-185.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.7% |
| 7D | -4.3% | -11.8% | +7.5% | +2.6% |
| 30D | -11.5% | -20.4% | +8.9% | +0.3% |
| 3M | +26.1% | -12.1% | +38.2% | +34.0% |
| 6M | +13.7% | -24.3% | +38.0% | +31.0% |
| YTD | -9.8% | -21.2% | +11.4% | +1.3% |
| 1Y | -22.1% | -29.2% | +7.1% | -6.8% |
| 3Y | -13.5% | -2.1% | -11.4% | -16.7% |
| 5Y | -81.6% | +4.7% | -86.4% | -83.3% |
| 10Y | +38.8% | +178.2% | -139.5% | -33.8% |
| All | +43.7% | +228.8% | -185.1% | -39.3% |
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