+51,298.2%
QCOM vs SYK
+6,679.5%
+44,618.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.8% | -2.3% |
| 7D | +4.3% | -5.0% | +9.2% | +6.1% |
| 30D | -0.1% | +9.9% | -10.0% | -3.4% |
| 3M | +5.2% | -8.9% | +14.2% | +8.1% |
| 6M | -18.4% | +3.1% | -21.5% | -20.8% |
| YTD | +2.4% | -11.1% | +13.6% | +4.2% |
| 1Y | +0.9% | -16.2% | +17.1% | +4.8% |
| 3Y | +48.4% | +13.2% | +35.2% | +38.2% |
| 5Y | +16.6% | +23.5% | -6.9% | +5.1% |
| 10Y | +237.8% | +213.3% | +24.4% | +120.0% |
| All | +51,298.2% | +6,679.5% | +44,618.7% | +14,854.7% |
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 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