+274.0%
C vs SYK
-4.6%
+278.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.1% |
| 7D | +0.3% | -12.3% | +12.6% | +4.2% |
| 30D | +2.0% | -22.4% | +24.5% | +10.2% |
| 3M | +4.4% | -12.3% | +16.7% | +7.3% |
| 6M | +28.3% | -24.3% | +52.7% | +39.8% |
| YTD | +20.5% | -22.8% | +43.2% | +29.7% |
| 1Y | +45.5% | -28.8% | +74.3% | +62.4% |
| All | +274.0% | -4.6% | +278.6% | +295.8% |
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 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