-34.9%
UPS vs SYK
+3.4%
-38.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.7% | +1.4% |
| 7D | -3.4% | -12.3% | +8.9% | +0.9% |
| 30D | -2.7% | -22.4% | +19.7% | +6.0% |
| 3M | -1.6% | -12.3% | +10.7% | +1.7% |
| 6M | +2.3% | -24.3% | +26.6% | +11.8% |
| YTD | +5.6% | -22.8% | +28.3% | +14.2% |
| 1Y | +27.1% | -28.8% | +55.8% | +41.7% |
| 3Y | -26.3% | -4.0% | -22.3% | -28.2% |
| All | -34.9% | +3.4% | -38.3% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling