+5.0%
SYK vs ITUB
+185.1%
-180.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.7% | -4.7% | -2.3% |
| 7D | -12.3% | +1.0% | -13.3% | -12.5% |
| 30D | -22.4% | +10.7% | -33.2% | -23.4% |
| 3M | -12.3% | +10.1% | -22.4% | -13.5% |
| 6M | -24.3% | -0.1% | -24.2% | -24.5% |
| YTD | -22.8% | +18.4% | -41.2% | -24.9% |
| 1Y | -28.8% | +31.3% | -60.1% | -31.8% |
| 3Y | -4.0% | +124.6% | -128.6% | -15.3% |
| All | +5.0% | +185.1% | -180.1% | -13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling