-5.3%
SYK vs ITUB
+9.1%
-14.4%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.3% | +6.1% | +9.2% |
| 7D | +11.7% | -1.6% | +13.3% | +11.7% |
| 30D | +19.1% | -26.6% | +45.7% | +19.9% |
| 3M | +1.4% | -11.0% | +12.5% | +1.4% |
| 6M | +17.4% | -13.0% | +30.5% | +17.6% |
| YTD | -2.5% | +3.9% | -6.4% | -3.1% |
| 1Y | -5.3% | +9.8% | -15.1% | -4.7% |
| All | -5.3% | +9.1% | -14.4% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 ITUB 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