+305.7%
TMUS vs SYK
+173.6%
+132.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.6% |
| 7D | -5.8% | -12.3% | +6.6% | -1.5% |
| 30D | -0.2% | -22.4% | +22.2% | +8.9% |
| 3M | -4.0% | -12.3% | +8.4% | -0.2% |
| 6M | -18.1% | -24.3% | +6.2% | -10.6% |
| YTD | -11.3% | -22.8% | +11.4% | -4.2% |
| 1Y | -24.7% | -28.8% | +4.0% | -16.3% |
| 3Y | +35.4% | -4.0% | +39.4% | +31.7% |
| 5Y | +42.4% | +3.8% | +38.6% | +31.2% |
| All | +305.7% | +173.6% | +132.1% | +148.8% |
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