+48.4%
QCOM vs SYK
+14.9%
+33.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.8% | -2.4% |
| 7D | +4.3% | -5.0% | +9.2% | +5.6% |
| 30D | -0.1% | +9.9% | -10.0% | -2.2% |
| 3M | +5.2% | -8.9% | +14.2% | +7.8% |
| 6M | -18.4% | +3.1% | -21.5% | -20.8% |
| YTD | +2.4% | -11.1% | +13.6% | +7.0% |
| 1Y | +0.9% | -16.2% | +17.1% | +9.0% |
| 3Y | +48.4% | +13.2% | +35.2% | +46.1% |
| All | +48.4% | +14.9% | +33.5% | +46.1% |
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