+11,570.3%
COST vs SYK
+22,282.0%
-10,711.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +1.9% | +0.4% |
| 7D | -2.5% | -12.3% | +9.8% | +0.5% |
| 30D | -4.4% | -22.4% | +18.0% | +1.3% |
| 3M | -8.1% | -12.3% | +4.2% | -5.6% |
| 6M | -9.2% | -24.3% | +15.1% | -3.7% |
| YTD | +5.1% | -22.8% | +27.9% | +10.8% |
| 1Y | -5.1% | -28.8% | +23.7% | +1.9% |
| 3Y | +70.4% | -4.0% | +74.3% | +69.4% |
| 5Y | +104.7% | +3.8% | +100.9% | +98.2% |
| 10Y | +608.8% | +172.8% | +436.0% | +435.4% |
| All | +11,570.3% | +22,282.0% | -10,711.7% | +3,394.0% |
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