+114.7%
AXP vs SYK
+2.4%
+112.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.6% | +0.6% |
| 7D | -2.8% | -12.3% | +9.6% | +3.3% |
| 30D | -5.9% | -22.4% | +16.5% | +6.0% |
| 3M | +2.6% | -12.3% | +15.0% | +7.5% |
| 6M | +6.4% | -24.3% | +30.7% | +20.1% |
| YTD | -12.6% | -22.8% | +10.2% | -2.9% |
| 1Y | +0.2% | -28.8% | +29.0% | +16.5% |
| 3Y | +110.9% | -4.0% | +114.9% | +104.2% |
| 5Y | +114.7% | +3.8% | +110.9% | +91.2% |
| All | +114.7% | +2.4% | +112.3% | +91.2% |
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