+22.3%
SYK vs JOBY
-42.1%
+64.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.2% | -1.9% |
| 7D | -12.3% | -8.2% | -4.2% | -11.9% |
| 30D | -22.4% | -25.1% | +2.6% | -21.2% |
| 3M | -12.3% | -28.8% | +16.4% | -10.9% |
| 6M | -24.3% | -36.1% | +11.8% | -22.9% |
| YTD | -22.8% | -52.2% | +29.4% | -20.1% |
| 1Y | -28.8% | -52.4% | +23.6% | -26.9% |
| 3Y | -4.0% | -13.6% | +9.6% | -10.4% |
| 5Y | +3.8% | -32.2% | +36.0% | -8.4% |
| All | +22.3% | -42.1% | +64.4% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JOBY.
Daily Out/Under-Performance
Portfolio return minus JOBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JOBY 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 JOBY 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