+6,610.0%
AXP vs SYK
+25,027.4%
-18,417.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.5% |
| 7D | -2.1% | -8.3% | +6.2% | +1.2% |
| 30D | -6.5% | -10.1% | +3.5% | -2.8% |
| 3M | +4.6% | +0.9% | +3.7% | +3.4% |
| 6M | +5.4% | -20.2% | +25.6% | +13.5% |
| YTD | -11.1% | -13.3% | +2.2% | -7.5% |
| 1Y | -0.3% | -22.3% | +22.0% | +8.1% |
| 3Y | +111.6% | +9.7% | +101.8% | +100.0% |
| 5Y | +117.6% | +15.4% | +102.2% | +100.7% |
| 10Y | +474.1% | +192.9% | +281.3% | +289.1% |
| All | +6,610.0% | +25,027.4% | -18,417.4% | +1,487.4% |
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