+272.2%
QCOM vs SYK
+173.6%
+98.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.2% | +1.2% |
| 7D | +4.9% | -12.3% | +17.3% | +11.2% |
| 30D | +9.3% | -22.4% | +31.8% | +22.6% |
| 3M | -7.0% | -12.3% | +5.4% | -3.3% |
| 6M | +32.0% | -24.3% | +56.3% | +46.9% |
| YTD | +5.0% | -22.8% | +27.8% | +15.4% |
| 1Y | +13.6% | -28.8% | +42.4% | +30.1% |
| 3Y | +77.6% | -4.0% | +81.6% | +71.8% |
| 5Y | +38.2% | +3.8% | +34.4% | +26.4% |
| All | +272.2% | +173.6% | +98.6% | +133.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling