+114.9%
AXP vs SYK
+14.9%
+100.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.1% |
| 7D | -0.1% | -5.0% | +4.9% | +1.6% |
| 30D | +4.4% | +9.9% | -5.5% | +0.8% |
| 3M | -6.4% | -8.9% | +2.5% | -3.6% |
| 6M | +4.2% | +3.1% | +1.1% | +0.9% |
| YTD | -12.4% | -11.1% | -1.2% | -9.4% |
| 1Y | -11.1% | -16.2% | +5.1% | -5.1% |
| 3Y | +114.9% | +13.2% | +101.7% | +120.7% |
| All | +114.9% | +14.9% | +100.0% | +120.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling