+2,650.1%
TSLA vs SYK
+173.6%
+2,476.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.1% |
| 7D | -3.4% | -12.3% | +8.9% | +3.2% |
| 30D | +9.2% | -22.4% | +31.7% | +24.4% |
| 3M | -4.7% | -12.3% | +7.6% | -0.7% |
| 6M | -8.9% | -24.3% | +15.4% | +2.4% |
| YTD | -19.2% | -22.8% | +3.6% | -10.7% |
| 1Y | +4.5% | -28.8% | +33.3% | +20.6% |
| 3Y | +46.3% | -4.0% | +50.3% | +39.3% |
| 5Y | +48.1% | +3.8% | +44.3% | +31.4% |
| All | +2,650.1% | +173.6% | +2,476.5% | +1,400.4% |
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 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