+642.0%
SYK vs UAL
+232.4%
+409.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -2.8% | -6.0% | -8.4% |
| 7D | -12.9% | +3.5% | -16.4% | -13.3% |
| 30D | -18.5% | -16.5% | -2.0% | -16.6% |
| 3M | -8.1% | +2.8% | -10.9% | -8.6% |
| 6M | -23.8% | +17.6% | -41.3% | -25.9% |
| YTD | -20.9% | -3.2% | -17.7% | -21.4% |
| 1Y | -29.0% | +0.4% | -29.4% | -30.0% |
| 3Y | -1.7% | +128.2% | -129.9% | -15.3% |
| 5Y | +4.0% | +137.7% | -133.8% | -12.7% |
| 10Y | +168.8% | +99.1% | +69.6% | +117.1% |
| All | +642.0% | +232.4% | +409.6% | +375.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling