+3.8%
SYK vs UAL
+127.4%
-123.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.9% |
| 7D | -12.3% | -2.0% | -10.3% | -12.0% |
| 30D | -22.4% | -15.7% | -6.8% | -20.2% |
| 3M | -12.3% | +3.6% | -15.9% | -13.1% |
| 6M | -24.3% | +16.9% | -41.2% | -26.9% |
| YTD | -22.8% | -4.8% | -18.0% | -23.2% |
| 1Y | -28.8% | -0.9% | -27.8% | -29.9% |
| 3Y | -4.0% | +124.5% | -128.4% | -22.2% |
| 5Y | +3.8% | +140.2% | -136.3% | -21.1% |
| All | +3.8% | +127.4% | -123.6% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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