+951.0%
SLB vs SYK
+22,814.2%
-21,863.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.8% | +8.1% | +1.8% |
| 7D | +0.4% | -12.9% | +13.3% | +4.3% |
| 30D | +13.6% | -18.5% | +32.1% | +20.1% |
| 3M | +1.5% | -8.1% | +9.6% | +3.1% |
| 6M | +23.0% | -23.8% | +46.8% | +31.3% |
| YTD | +51.2% | -20.9% | +72.1% | +59.5% |
| 1Y | +63.5% | -29.0% | +92.5% | +77.5% |
| 3Y | +2.5% | -1.7% | +4.2% | +0.6% |
| 5Y | +139.2% | +4.0% | +135.2% | +127.3% |
| 10Y | -4.8% | +168.8% | -173.5% | -28.1% |
| All | +951.0% | +22,814.2% | -21,863.2% | +312.4% |
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