+20.0%
SPY vs SYK
-21.3%
+41.3%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.3% |
| 7D | +0.1% | -8.3% | +8.4% | +0.4% |
| 30D | +0.1% | -10.1% | +10.1% | +0.4% |
| 3M | +2.0% | +0.9% | +1.1% | +1.4% |
| 6M | +13.0% | -20.2% | +33.2% | +15.2% |
| YTD | +13.5% | -13.3% | +26.8% | +15.0% |
| 1Y | +20.0% | -22.3% | +42.3% | +22.8% |
| All | +20.0% | -21.3% | +41.3% | +22.8% |
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 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