+163.7%
RTX vs SYK
+3.4%
+160.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.2% | +0.8% |
| 7D | -2.0% | -12.3% | +10.3% | +1.4% |
| 30D | -11.2% | -22.4% | +11.2% | -5.1% |
| 3M | +12.0% | -12.3% | +24.4% | +15.3% |
| 6M | -3.6% | -24.3% | +20.7% | +3.2% |
| YTD | +9.2% | -22.8% | +32.0% | +16.1% |
| 1Y | +29.7% | -28.8% | +58.5% | +40.9% |
| 3Y | +152.0% | -4.0% | +155.9% | +149.0% |
| All | +163.7% | +3.4% | +160.3% | +144.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling