-5.3%
SYK vs TRMB
-31.2%
+25.9%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -17.3% | +26.7% | +10.6% |
| 7D | +11.7% | -15.7% | +27.4% | +12.5% |
| 30D | +19.1% | -7.8% | +26.8% | +17.4% |
| 3M | +1.4% | -9.3% | +10.7% | +0.2% |
| 6M | +17.4% | -20.8% | +38.3% | +16.1% |
| YTD | -2.5% | -30.8% | +28.2% | -2.2% |
| 1Y | -5.3% | -31.0% | +25.7% | -4.6% |
| All | -5.3% | -31.2% | +25.9% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 1y: compounded portfolio wealth divided by compounded TRMB 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…
1y analysis · Full analysis span regression · 6 months rolling