+320.9%
TMUS vs SYK
+409.2%
-88.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -8.8% | +8.9% | +4.3% |
| 7D | -0.3% | -12.9% | +12.6% | +6.2% |
| 30D | +3.1% | -18.5% | +21.6% | +13.2% |
| 3M | +2.4% | -8.1% | +10.5% | +5.3% |
| 6M | -17.1% | -23.8% | +6.7% | -7.4% |
| YTD | -9.1% | -20.9% | +11.9% | -0.5% |
| 1Y | -23.6% | -29.0% | +5.3% | -12.1% |
| 3Y | +38.8% | -1.7% | +40.5% | +32.2% |
| 5Y | +43.0% | +4.0% | +39.0% | +28.2% |
| 10Y | +309.1% | +168.8% | +140.3% | +93.5% |
| All | +320.9% | +409.2% | -88.3% | +25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling