+26,079.9%
CAT vs SYK
+22,814.2%
+3,265.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -8.8% | +9.9% | +3.7% |
| 7D | +5.6% | -12.9% | +18.5% | +9.8% |
| 30D | -2.3% | -18.5% | +16.1% | +3.4% |
| 3M | -10.0% | -8.1% | -1.9% | -9.0% |
| 6M | +21.2% | -23.8% | +45.0% | +29.4% |
| YTD | +44.4% | -20.9% | +65.4% | +52.1% |
| 1Y | +96.3% | -29.0% | +125.3% | +113.0% |
| 3Y | +203.9% | -1.7% | +205.6% | +196.2% |
| 5Y | +333.5% | +4.0% | +329.5% | +309.8% |
| 10Y | +1,126.0% | +168.8% | +957.3% | +773.9% |
| All | +26,079.9% | +22,814.2% | +3,265.8% | +7,471.9% |
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