+6,516.0%
AXP vs SYK
+25,648.3%
-19,132.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.1% |
| 7D | -0.1% | -5.0% | +4.9% | +1.8% |
| 30D | +4.4% | +9.9% | -5.5% | +0.4% |
| 3M | -6.4% | -8.9% | +2.5% | -3.7% |
| 6M | +4.2% | +3.1% | +1.1% | +1.4% |
| YTD | -12.4% | -11.1% | -1.2% | -10.2% |
| 1Y | -11.1% | -16.2% | +5.1% | -6.8% |
| 3Y | +114.9% | +13.2% | +101.7% | +100.0% |
| 5Y | +87.4% | +23.5% | +63.9% | +67.6% |
| 10Y | +420.8% | +213.3% | +207.5% | +243.6% |
| All | +6,516.0% | +25,648.3% | -19,132.3% | +1,440.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling