+36.0%
UPS vs SYK
+173.6%
-137.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.7% | +1.4% |
| 7D | -3.4% | -12.3% | +8.9% | +1.1% |
| 30D | -2.7% | -22.4% | +19.7% | +6.2% |
| 3M | -1.6% | -12.3% | +10.7% | +2.0% |
| 6M | +2.3% | -24.3% | +26.6% | +11.7% |
| YTD | +5.6% | -22.8% | +28.3% | +14.2% |
| 1Y | +27.1% | -28.8% | +55.8% | +41.4% |
| 3Y | -26.3% | -4.0% | -22.3% | -27.5% |
| 5Y | -34.5% | +3.8% | -38.3% | -38.7% |
| All | +36.0% | +173.6% | -137.6% | -5.9% |
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