+321.0%
SMH vs SYK
+3.4%
+317.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.5% | -1.6% |
| 7D | +1.4% | -12.3% | +13.7% | +7.2% |
| 30D | -2.2% | -22.4% | +20.2% | +9.1% |
| 3M | -1.9% | -12.3% | +10.5% | +0.6% |
| 6M | +41.0% | -24.3% | +65.3% | +56.9% |
| YTD | +55.6% | -22.8% | +78.3% | +70.1% |
| 1Y | +86.8% | -28.8% | +115.6% | +114.3% |
| 3Y | +277.7% | -4.0% | +281.6% | +246.6% |
| All | +321.0% | +3.4% | +317.6% | +246.8% |
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