+323.9%
TMO vs SYK
+173.6%
+150.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.5% | +0.4% |
| 7D | -2.5% | -12.3% | +9.9% | +3.0% |
| 30D | -0.3% | -22.4% | +22.1% | +11.0% |
| 3M | +25.3% | -12.3% | +37.6% | +31.3% |
| 6M | +20.9% | -24.3% | +45.2% | +34.8% |
| YTD | +4.3% | -22.8% | +27.1% | +15.0% |
| 1Y | +27.0% | -28.8% | +55.8% | +44.9% |
| 3Y | +17.5% | -4.0% | +21.5% | +16.6% |
| 5Y | +6.9% | +3.8% | +3.1% | +0.2% |
| All | +323.9% | +173.6% | +150.4% | +152.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling