+465.4%
AXP vs SYK
+179.2%
+286.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.8% | -0.1% |
| 7D | -0.5% | -9.1% | +8.6% | +5.3% |
| 30D | -5.6% | -20.6% | +15.0% | +8.7% |
| 3M | +2.2% | -9.6% | +11.8% | +6.5% |
| 6M | +6.7% | -19.9% | +26.6% | +19.7% |
| YTD | -11.5% | -21.2% | +9.7% | -0.3% |
| 1Y | -0.4% | -28.4% | +28.1% | +19.7% |
| 3Y | +113.0% | -5.3% | +118.3% | +106.4% |
| 5Y | +117.4% | +6.0% | +111.4% | +88.7% |
| All | +465.4% | +179.2% | +286.2% | +213.9% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling