+22,727.1%
TSLA vs SYK
+553.0%
+22,174.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | 0.0% |
| 7D | -3.4% | -12.3% | +8.9% | +3.6% |
| 30D | +9.2% | -22.4% | +31.7% | +25.5% |
| 3M | -4.7% | -12.3% | +7.6% | -0.3% |
| 6M | -8.9% | -24.3% | +15.4% | +3.0% |
| YTD | -19.2% | -22.8% | +3.6% | -10.2% |
| 1Y | +4.5% | -28.8% | +33.3% | +21.3% |
| 3Y | +46.3% | -4.0% | +50.3% | +39.3% |
| 5Y | +48.1% | +3.8% | +44.3% | +31.4% |
| 10Y | +2,704.2% | +172.8% | +2,531.4% | +1,150.7% |
| All | +22,727.1% | +553.0% | +22,174.1% | +5,181.3% |
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