+19,001.9%
SYK vs TRMB
+3,227.2%
+15,774.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.8% |
| 7D | -12.3% | -5.4% | -6.9% | -11.6% |
| 30D | -22.4% | -2.0% | -20.5% | -22.2% |
| 3M | -12.3% | +12.3% | -24.7% | -13.9% |
| 6M | -24.3% | -17.6% | -6.7% | -22.3% |
| YTD | -22.8% | -27.5% | +4.7% | -19.3% |
| 1Y | -28.8% | -29.1% | +0.3% | -25.5% |
| 3Y | -4.0% | +11.5% | -15.5% | -6.8% |
| 5Y | +3.8% | -39.5% | +43.3% | +9.2% |
| 10Y | +172.8% | +118.6% | +54.2% | +141.5% |
| All | +19,001.9% | +3,227.2% | +15,774.6% | +10,479.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling