+17.7%
STM vs SYK
+2.4%
+15.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -0.6% |
| 7D | -1.1% | -12.3% | +11.3% | +5.5% |
| 30D | -7.8% | -22.4% | +14.6% | +4.4% |
| 3M | -28.2% | -12.3% | -15.9% | -26.5% |
| 6M | +52.0% | -24.3% | +76.3% | +71.0% |
| YTD | +96.4% | -22.8% | +119.1% | +117.1% |
| 1Y | +98.8% | -28.8% | +127.6% | +132.9% |
| 3Y | +18.3% | -4.0% | +22.2% | +11.5% |
| 5Y | +17.7% | +3.8% | +13.9% | -0.1% |
| All | +17.7% | +2.4% | +15.3% | -0.1% |
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