+5,523.6%
COF vs SYK
+7,639.0%
-2,115.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -0.8% |
| 7D | -6.1% | -12.3% | +6.3% | +0.1% |
| 30D | -5.2% | -22.4% | +17.3% | +7.4% |
| 3M | +17.0% | -12.3% | +29.3% | +23.5% |
| 6M | +12.9% | -24.3% | +37.2% | +27.7% |
| YTD | -13.5% | -22.8% | +9.2% | -3.4% |
| 1Y | -5.9% | -28.8% | +22.9% | +9.4% |
| 3Y | +117.1% | -4.0% | +121.1% | +114.7% |
| 5Y | +45.4% | +3.8% | +41.5% | +36.4% |
| 10Y | +244.1% | +172.8% | +71.3% | +106.1% |
| All | +5,523.6% | +7,639.0% | -2,115.4% | +1,147.0% |
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 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