+2,120.4%
CMCSA vs SYK
+22,282.0%
-20,161.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.0% | +4.3% | +3.0% |
| 7D | -5.6% | -12.3% | +6.8% | -1.9% |
| 30D | -1.9% | -22.4% | +20.6% | +5.8% |
| 3M | +6.4% | -12.3% | +18.8% | +10.2% |
| 6M | -16.9% | -24.3% | +7.4% | -10.4% |
| YTD | -6.8% | -22.8% | +16.0% | -0.3% |
| 1Y | -15.9% | -28.8% | +12.9% | -7.9% |
| 3Y | -33.4% | -4.0% | -29.4% | -34.1% |
| 5Y | -46.7% | +3.8% | -50.5% | -49.1% |
| 10Y | +7.0% | +172.8% | -165.8% | -24.5% |
| All | +2,120.4% | +22,282.0% | -20,161.6% | +343.5% |
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