+14.7%
RTX vs SYK
-4.2%
+18.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +9.4% | -12.0% | -4.0% |
| 7D | +1.3% | +11.7% | -10.4% | -0.6% |
| 30D | +7.6% | +19.1% | -11.4% | +4.3% |
| 3M | -8.6% | +1.4% | -10.1% | -8.7% |
| 6M | +15.6% | +17.4% | -1.8% | +11.8% |
| YTD | +9.4% | -2.5% | +11.9% | +9.3% |
| 1Y | +14.7% | -5.3% | +20.0% | +13.7% |
| All | +14.7% | -4.2% | +18.8% | +13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling