+29.8%
SNOW vs SYK
+35.7%
-5.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.4% | +0.6% |
| 7D | -7.5% | -12.3% | +4.8% | -0.3% |
| 30D | -1.3% | -22.4% | +21.1% | +14.2% |
| 3M | +37.4% | -12.3% | +49.8% | +45.5% |
| 6M | +88.1% | -24.3% | +112.4% | +117.7% |
| YTD | +50.3% | -22.8% | +73.1% | +70.4% |
| 1Y | +46.0% | -28.8% | +74.8% | +74.1% |
| 3Y | +98.7% | -4.0% | +102.7% | +86.2% |
| 5Y | +3.5% | +3.8% | -0.3% | -14.4% |
| All | +29.8% | +35.7% | -5.9% | +6.0% |
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