+5.0%
SYK vs TEL
+51.1%
-46.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -1.9% | -1.9% |
| 7D | -12.3% | -2.3% | -10.0% | -11.6% |
| 30D | -22.4% | -6.1% | -16.4% | -20.9% |
| 3M | -12.3% | +1.7% | -14.0% | -13.4% |
| 6M | -24.3% | +1.6% | -25.9% | -25.9% |
| YTD | -22.8% | -9.1% | -13.7% | -21.8% |
| 1Y | -28.8% | -1.7% | -27.1% | -31.0% |
| 3Y | -4.0% | +67.3% | -71.3% | -30.9% |
| All | +5.0% | +51.1% | -46.0% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 5y: compounded portfolio wealth divided by compounded TEL 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…
5y analysis · Full analysis span regression · 6 months rolling