+1,051.3%
SYK vs ITUB
+1,957.2%
-906.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.7% | -4.7% | -2.5% |
| 7D | -12.3% | +1.0% | -13.3% | -12.6% |
| 30D | -22.4% | +10.7% | -33.2% | -24.1% |
| 3M | -12.3% | +10.1% | -22.4% | -14.3% |
| 6M | -24.3% | -0.1% | -24.2% | -24.8% |
| YTD | -22.8% | +18.4% | -41.2% | -26.1% |
| 1Y | -28.8% | +31.3% | -60.1% | -33.4% |
| 3Y | -4.0% | +124.6% | -128.6% | -20.6% |
| 5Y | +3.8% | +192.0% | -188.1% | -20.9% |
| 10Y | +172.8% | +216.0% | -43.2% | +92.4% |
| All | +1,051.3% | +1,957.2% | -906.0% | +475.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling