+327.9%
CAT vs SYK
+2.4%
+325.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.8% |
| 7D | +0.6% | -12.3% | +12.9% | +3.6% |
| 30D | -4.5% | -22.4% | +17.9% | +1.2% |
| 3M | -5.8% | -12.3% | +6.5% | -4.4% |
| 6M | +12.7% | -24.3% | +37.1% | +19.9% |
| YTD | +41.4% | -22.8% | +64.1% | +48.9% |
| 1Y | +92.1% | -28.8% | +120.8% | +107.7% |
| 3Y | +197.5% | -4.0% | +201.4% | +186.9% |
| 5Y | +327.9% | +3.8% | +324.1% | +286.8% |
| All | +327.9% | +2.4% | +325.6% | +286.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling