+112.7%
CSCO vs SYK
+3.4%
+109.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.1% | -1.3% |
| 7D | -1.1% | -12.3% | +11.3% | +2.0% |
| 30D | -10.8% | -22.4% | +11.7% | -5.2% |
| 3M | -9.2% | -12.3% | +3.1% | -7.3% |
| 6M | +39.5% | -24.3% | +63.9% | +48.7% |
| YTD | +41.5% | -22.8% | +64.3% | +49.3% |
| 1Y | +61.0% | -28.8% | +89.7% | +74.5% |
| 3Y | +105.2% | -4.0% | +109.2% | +98.2% |
| All | +112.7% | +3.4% | +109.3% | +90.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling