+291.5%
C vs SYK
+173.6%
+117.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.6% |
| 7D | +0.3% | -12.3% | +12.6% | +7.7% |
| 30D | +2.0% | -22.4% | +24.5% | +17.3% |
| 3M | +4.4% | -12.3% | +16.7% | +10.2% |
| 6M | +28.3% | -24.3% | +52.7% | +47.2% |
| YTD | +20.5% | -22.8% | +43.2% | +35.8% |
| 1Y | +45.5% | -28.8% | +74.3% | +71.9% |
| 3Y | +274.0% | -4.0% | +278.0% | +258.7% |
| 5Y | +136.1% | +3.8% | +132.3% | +106.7% |
| All | +291.5% | +173.6% | +117.9% | +123.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling