+4,569.6%
COP vs SYK
+22,727.9%
-18,158.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | -0.5% | -11.8% | +11.3% | +2.3% |
| 30D | +11.7% | -20.4% | +32.1% | +17.6% |
| 3M | +17.7% | -12.1% | +29.7% | +20.5% |
| 6M | +18.3% | -24.3% | +42.6% | +25.0% |
| YTD | +49.1% | -21.2% | +70.3% | +55.7% |
| 1Y | +53.3% | -29.2% | +82.5% | +64.1% |
| 3Y | +22.2% | -2.1% | +24.2% | +19.8% |
| 5Y | +193.3% | +4.7% | +188.6% | +179.1% |
| 10Y | +340.2% | +178.2% | +162.0% | +243.6% |
| All | +4,569.6% | +22,727.9% | -18,158.3% | +2,394.0% |
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