+22,282.0%
SYK vs TGT
+6,036.1%
+16,245.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.8% | -1.7% |
| 7D | -12.3% | -5.0% | -7.3% | -11.2% |
| 30D | -22.4% | +3.0% | -25.5% | -23.1% |
| 3M | -12.3% | +22.6% | -35.0% | -16.6% |
| 6M | -24.3% | +31.2% | -55.5% | -29.3% |
| YTD | -22.8% | +63.7% | -86.5% | -31.8% |
| 1Y | -28.8% | +78.5% | -107.3% | -38.6% |
| 3Y | -4.0% | +40.5% | -44.5% | -15.3% |
| 5Y | +3.8% | -25.6% | +29.4% | +4.5% |
| 10Y | +172.8% | +204.7% | -31.9% | +85.9% |
| All | +22,282.0% | +6,036.1% | +16,245.9% | +4,473.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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