-16.9%
CMCSA vs SYK
-25.5%
+8.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.0% | +4.3% | +2.8% |
| 7D | -5.6% | -12.3% | +6.8% | -2.7% |
| 30D | -1.9% | -22.4% | +20.6% | +4.1% |
| 3M | +6.4% | -12.3% | +18.8% | +9.7% |
| 6M | -16.9% | -24.3% | +7.4% | -11.0% |
| All | -16.9% | -25.5% | +8.6% | -11.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling