-9.3%
T vs SYK
-28.8%
+19.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.5% | +1.9% |
| 7D | -2.4% | -12.3% | +9.9% | -0.3% |
| 30D | +4.3% | -22.4% | +26.7% | +9.0% |
| 3M | +11.6% | -12.3% | +23.9% | +14.4% |
| 6M | -5.6% | -24.3% | +18.7% | -1.2% |
| YTD | +6.6% | -22.8% | +29.3% | +10.5% |
| All | -9.3% | -28.8% | +19.5% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 SYK 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