+72.4%
UBER vs SYK
+59.3%
+13.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -2.6% |
| 7D | -5.4% | -9.1% | +3.7% | +0.5% |
| 30D | -4.9% | -20.6% | +15.7% | +10.5% |
| 3M | +3.0% | -9.6% | +12.6% | +8.8% |
| 6M | -4.4% | -19.9% | +15.5% | +8.7% |
| YTD | -12.3% | -21.2% | +8.9% | +0.3% |
| 1Y | -24.3% | -28.4% | +4.1% | -7.8% |
| 3Y | +46.4% | -5.3% | +51.8% | +42.4% |
| 5Y | +79.7% | +6.0% | +73.7% | +56.5% |
| All | +72.4% | +59.3% | +13.1% | -9.0% |
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