+50.2%
COP vs SYK
-28.8%
+79.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.3% | +0.3% |
| 7D | +1.0% | -12.3% | +13.3% | +0.3% |
| 30D | +9.6% | -22.4% | +32.0% | +8.2% |
| 3M | +15.0% | -12.3% | +27.4% | +14.5% |
| 6M | +21.8% | -24.3% | +46.1% | +19.5% |
| YTD | +49.6% | -22.8% | +72.4% | +46.8% |
| All | +50.2% | -28.8% | +79.0% | +44.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling