+4.6%
TSLA vs SYK
-21.3%
+25.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.6% | -4.3% | -6.3% |
| 7D | +1.5% | -8.3% | +9.9% | -0.8% |
| 30D | +10.1% | -10.1% | +20.2% | +7.0% |
| 3M | -15.4% | +0.9% | -16.3% | -14.3% |
| 6M | -12.8% | -20.2% | +7.4% | -15.0% |
| YTD | -21.3% | -13.3% | -8.0% | -21.3% |
| 1Y | +4.6% | -22.3% | +26.9% | +2.1% |
| All | +4.6% | -21.3% | +25.9% | +2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling