+20,419.5%
TXN vs SYK
+22,282.0%
-1,862.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.4% |
| 7D | +2.0% | -12.3% | +14.3% | +6.1% |
| 30D | -8.0% | -22.4% | +14.5% | -0.6% |
| 3M | -7.8% | -12.3% | +4.6% | -5.3% |
| 6M | +32.4% | -24.3% | +56.7% | +42.0% |
| YTD | +51.7% | -22.8% | +74.5% | +61.7% |
| 1Y | +44.3% | -28.8% | +73.1% | +57.6% |
| 3Y | +71.3% | -4.0% | +75.3% | +69.3% |
| 5Y | +56.4% | +3.8% | +52.6% | +49.8% |
| 10Y | +410.2% | +172.8% | +237.4% | +263.5% |
| All | +20,419.5% | +22,282.0% | -1,862.5% | +4,879.1% |
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 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