+167.6%
SYK vs GSK
+80.0%
+87.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -0.9% | -1.5% |
| 7D | -12.3% | -5.4% | -6.9% | -10.1% |
| 30D | -22.4% | -4.6% | -17.8% | -20.8% |
| 3M | -12.3% | -5.1% | -7.2% | -10.3% |
| 6M | -24.3% | -11.4% | -12.9% | -20.4% |
| YTD | -22.8% | +0.7% | -23.5% | -23.3% |
| 1Y | -28.8% | +23.0% | -51.8% | -35.6% |
| 3Y | -4.0% | +48.0% | -51.9% | -22.6% |
| 5Y | +3.8% | +48.2% | -44.4% | -18.4% |
| All | +167.6% | +80.0% | +87.6% | +99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 10y: compounded portfolio wealth divided by compounded GSK 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…
10y analysis · Full analysis span regression · 6 months rolling