+106.1%
T vs SYK
-4.6%
+110.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.5% | +2.0% |
| 7D | -2.4% | -12.3% | +9.9% | -0.1% |
| 30D | +4.3% | -22.4% | +26.7% | +9.3% |
| 3M | +11.6% | -12.3% | +23.9% | +14.2% |
| 6M | -5.6% | -24.3% | +18.7% | -0.8% |
| YTD | +6.6% | -22.8% | +29.3% | +11.3% |
| 1Y | -8.4% | -28.8% | +20.4% | -2.8% |
| All | +106.1% | -4.6% | +110.7% | +105.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling