+22,282.0%
SYK vs TECH
+100,565.0%
-78,283.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.7% | -1.9% |
| 7D | -12.3% | -0.5% | -11.8% | -12.2% |
| 30D | -22.4% | 0.0% | -22.5% | -22.4% |
| 3M | -12.3% | +37.4% | -49.8% | -17.4% |
| 6M | -24.3% | +36.9% | -61.2% | -29.2% |
| YTD | -22.8% | +23.1% | -45.9% | -26.6% |
| 1Y | -28.8% | +42.2% | -71.0% | -34.2% |
| 3Y | -4.0% | +1.9% | -5.9% | -8.1% |
| 5Y | +3.8% | -42.9% | +46.8% | +8.8% |
| 10Y | +172.8% | +188.2% | -15.4% | +119.0% |
| All | +22,282.0% | +100,565.0% | -78,283.0% | +8,790.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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