+66.2%
T vs SYK
+3.4%
+62.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.5% | +2.0% |
| 7D | -2.4% | -12.3% | +9.9% | +0.3% |
| 30D | +4.3% | -22.4% | +26.7% | +10.2% |
| 3M | +11.6% | -12.3% | +23.9% | +14.5% |
| 6M | -5.6% | -24.3% | +18.7% | -0.1% |
| YTD | +6.6% | -22.8% | +29.3% | +12.1% |
| 1Y | -8.4% | -28.8% | +20.4% | -1.8% |
| 3Y | +107.8% | -4.0% | +111.8% | +105.1% |
| All | +66.2% | +3.4% | +62.8% | +53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling