+95.4%
CAT vs SYK
-21.3%
+116.7%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +1.4% |
| 7D | +1.7% | -8.3% | +10.0% | +0.2% |
| 30D | -6.6% | -10.1% | +3.5% | -8.2% |
| 3M | -13.3% | +0.9% | -14.2% | -13.9% |
| 6M | +11.6% | -20.2% | +31.8% | +10.7% |
| YTD | +42.9% | -13.3% | +56.2% | +43.4% |
| 1Y | +95.4% | -22.3% | +117.8% | +98.7% |
| All | +95.4% | -21.3% | +116.7% | +98.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling