+184.1%
COP vs SYK
+3.4%
+180.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.3% | +0.7% |
| 7D | +1.0% | -12.3% | +13.3% | +3.0% |
| 30D | +9.6% | -22.4% | +32.0% | +14.0% |
| 3M | +15.0% | -12.3% | +27.4% | +16.8% |
| 6M | +21.8% | -24.3% | +46.1% | +26.8% |
| YTD | +49.6% | -22.8% | +72.4% | +54.9% |
| 1Y | +49.9% | -28.8% | +78.7% | +57.9% |
| 3Y | +22.6% | -4.0% | +26.6% | +19.7% |
| All | +184.1% | +3.4% | +180.7% | +164.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling