-29.8%
SYK vs ITUB
+30.9%
-60.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.7% | -4.7% | -2.0% |
| 7D | -12.3% | +1.0% | -13.3% | -12.3% |
| 30D | -22.4% | +10.7% | -33.2% | -22.6% |
| 3M | -12.3% | +10.1% | -22.4% | -12.8% |
| 6M | -24.3% | -0.1% | -24.2% | -24.4% |
| YTD | -22.8% | +18.4% | -41.2% | -23.6% |
| All | -29.8% | +30.9% | -60.8% | -31.5% |
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