+111.1%
AXP vs SYK
-2.7%
+113.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | -2.5% | -11.8% | +9.3% | +1.8% |
| 30D | -5.0% | -20.4% | +15.3% | +2.9% |
| 3M | +1.4% | -12.1% | +13.4% | +4.8% |
| 6M | +6.0% | -24.3% | +30.3% | +17.2% |
| YTD | -12.3% | -21.2% | +8.9% | -5.3% |
| 1Y | +0.3% | -29.2% | +29.4% | +14.3% |
| All | +111.1% | -2.7% | +113.8% | +119.6% |
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