+51,781.0%
QCOM vs SYK
+5,933.2%
+45,847.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -8.8% | +12.0% | +6.3% |
| 7D | +5.1% | -12.9% | +18.0% | +9.9% |
| 30D | +4.3% | -18.5% | +22.7% | +11.5% |
| 3M | -19.6% | -8.1% | -11.5% | -18.5% |
| 6M | +29.5% | -23.8% | +53.2% | +39.5% |
| YTD | +3.4% | -20.9% | +24.3% | +9.8% |
| 1Y | +10.9% | -29.0% | +39.9% | +22.3% |
| 3Y | +74.8% | -1.7% | +76.5% | +71.2% |
| 5Y | +36.2% | +4.0% | +32.2% | +30.5% |
| 10Y | +263.7% | +168.8% | +95.0% | +149.8% |
| All | +51,781.0% | +5,933.2% | +45,847.7% | +15,659.2% |
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