+70.9%
QCOM vs SYK
-4.6%
+75.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.2% | +0.8% |
| 7D | +4.9% | -12.3% | +17.3% | +8.3% |
| 30D | +9.3% | -22.4% | +31.8% | +16.7% |
| 3M | -7.0% | -12.3% | +5.4% | -5.4% |
| 6M | +32.0% | -24.3% | +56.3% | +44.4% |
| YTD | +5.0% | -22.8% | +27.8% | +13.4% |
| 1Y | +13.6% | -28.8% | +42.4% | +28.1% |
| All | +70.9% | -4.6% | +75.5% | +71.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling