-7.2%
SYK vs ITUB
+120.1%
-127.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.7% | -4.7% | -2.2% |
| 7D | -12.3% | +1.0% | -13.3% | -12.4% |
| 30D | -22.4% | +10.7% | -33.2% | -23.2% |
| 3M | -12.3% | +10.1% | -22.4% | -13.4% |
| 6M | -24.3% | -0.1% | -24.2% | -24.5% |
| YTD | -22.8% | +18.4% | -41.2% | -24.7% |
| 1Y | -28.8% | +31.3% | -60.1% | -31.7% |
| All | -7.2% | +120.1% | -127.3% | -19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling