+62.0%
CSCO vs SYK
-28.8%
+90.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.1% | -2.0% |
| 7D | -1.1% | -12.3% | +11.3% | -2.3% |
| 30D | -10.8% | -22.4% | +11.7% | -13.0% |
| 3M | -9.2% | -12.3% | +3.1% | -10.1% |
| 6M | +39.5% | -24.3% | +63.9% | +38.7% |
| YTD | +41.5% | -22.8% | +64.3% | +40.0% |
| All | +62.0% | -28.8% | +90.8% | +63.0% |
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 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