+421.1%
SYK vs TEL
+707.2%
-286.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -1.9% | -1.9% |
| 7D | -12.3% | -2.3% | -10.0% | -11.5% |
| 30D | -22.4% | -6.1% | -16.4% | -20.6% |
| 3M | -12.3% | +1.7% | -14.0% | -13.6% |
| 6M | -24.3% | +1.6% | -25.9% | -26.0% |
| YTD | -22.8% | -9.1% | -13.7% | -21.8% |
| 1Y | -28.8% | -1.7% | -27.1% | -30.7% |
| 3Y | -4.0% | +67.3% | -71.3% | -27.0% |
| 5Y | +3.8% | +52.1% | -48.3% | -18.6% |
| 10Y | +172.8% | +299.3% | -126.5% | +43.4% |
| All | +421.1% | +707.2% | -286.1% | +93.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling