+35.8%
SYK vs ONTO
+661.2%
-625.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.5% | -1.5% |
| 7D | -12.3% | +6.5% | -18.9% | -13.2% |
| 30D | -22.4% | -15.9% | -6.5% | -20.8% |
| 3M | -12.3% | -0.2% | -12.2% | -15.1% |
| 6M | -24.3% | +38.7% | -63.1% | -31.8% |
| YTD | -22.8% | +70.4% | -93.1% | -33.6% |
| 1Y | -28.8% | +153.6% | -182.4% | -44.0% |
| 3Y | -4.0% | +109.2% | -113.2% | -29.9% |
| 5Y | +3.8% | +249.7% | -245.9% | -38.6% |
| All | +35.8% | +661.2% | -625.4% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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