+104.6%
CSCO vs SYK
-4.6%
+109.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.1% | -1.6% |
| 7D | -1.1% | -12.3% | +11.3% | +0.4% |
| 30D | -10.8% | -22.4% | +11.7% | -8.1% |
| 3M | -9.2% | -12.3% | +3.1% | -8.5% |
| 6M | +39.5% | -24.3% | +63.9% | +45.4% |
| YTD | +41.5% | -22.8% | +64.3% | +46.1% |
| 1Y | +61.0% | -28.8% | +89.7% | +70.2% |
| All | +104.6% | -4.6% | +109.2% | +111.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling