+5,648.9%
CRM vs SYK
+525.6%
+5,123.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.6% |
| 7D | -8.1% | -12.3% | +4.2% | -1.1% |
| 30D | +23.1% | -22.4% | +45.5% | +41.5% |
| 3M | +42.5% | -12.3% | +54.9% | +51.9% |
| 6M | +25.3% | -24.3% | +49.6% | +43.7% |
| YTD | -7.8% | -22.8% | +15.0% | +4.2% |
| 1Y | +1.0% | -28.8% | +29.8% | +19.2% |
| 3Y | +10.0% | -4.0% | +14.0% | +7.0% |
| 5Y | -3.9% | +3.8% | -7.7% | -12.1% |
| 10Y | +233.2% | +172.8% | +60.4% | +60.9% |
| All | +5,648.9% | +525.6% | +5,123.3% | +1,493.8% |
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