+22,282.0%
SYK vs ITW
+9,414.5%
+12,867.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.4% | -2.1% |
| 7D | -12.3% | -2.4% | -10.0% | -11.5% |
| 30D | -22.4% | -9.5% | -12.9% | -19.3% |
| 3M | -12.3% | +6.6% | -19.0% | -14.6% |
| 6M | -24.3% | -1.8% | -22.6% | -23.9% |
| YTD | -22.8% | +9.0% | -31.8% | -25.7% |
| 1Y | -28.8% | +3.6% | -32.3% | -30.2% |
| 3Y | -4.0% | +19.4% | -23.4% | -11.7% |
| 5Y | +3.8% | +36.4% | -32.5% | -9.5% |
| 10Y | +172.8% | +190.0% | -17.2% | +79.4% |
| All | +22,282.0% | +9,414.5% | +12,867.5% | +5,134.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling