+5.0%
SYK vs TENB
-31.3%
+36.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.9% | +2.9% | -1.2% |
| 7D | -12.3% | -7.1% | -5.2% | -11.3% |
| 30D | -22.4% | -15.4% | -7.1% | -20.7% |
| 3M | -12.3% | +19.5% | -31.9% | -16.2% |
| 6M | -24.3% | +54.8% | -79.1% | -31.6% |
| YTD | -22.8% | +36.1% | -58.9% | -28.8% |
| 1Y | -28.8% | +7.0% | -35.8% | -31.2% |
| 3Y | -4.0% | -27.6% | +23.6% | -1.9% |
| All | +5.0% | -31.3% | +36.3% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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