-5.3%
SYK vs ITW
+24.0%
-29.3%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.4% | +7.0% | +8.3% |
| 7D | +11.7% | +6.3% | +5.4% | +9.1% |
| 30D | +19.1% | +11.1% | +8.0% | +14.4% |
| 3M | +1.4% | +0.1% | +1.3% | +1.0% |
| 6M | +17.4% | +18.1% | -0.6% | +10.8% |
| YTD | -2.5% | +21.4% | -23.9% | -9.4% |
| 1Y | -5.3% | +22.9% | -28.2% | -12.9% |
| All | -5.3% | +24.0% | -29.3% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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