+7.1%
CRM vs SYK
-21.3%
+28.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.8% |
| 7D | +1.3% | -8.3% | +9.6% | +2.4% |
| 30D | +34.3% | -10.1% | +44.4% | +36.2% |
| 3M | +37.7% | +0.9% | +36.8% | +38.3% |
| 6M | +34.9% | -20.2% | +55.1% | +40.2% |
| YTD | -1.6% | -13.3% | +11.6% | +0.3% |
| 1Y | +7.1% | -22.3% | +29.5% | +17.2% |
| All | +7.1% | -21.3% | +28.4% | +17.2% |
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