+220,816.6%
CSCO vs SYK
+26,178.7%
+194,638.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | 0.0% | -11.8% | +11.8% | +4.1% |
| 30D | -10.7% | -20.4% | +9.6% | -3.8% |
| 3M | -8.7% | -12.1% | +3.3% | -5.8% |
| 6M | +44.9% | -24.3% | +69.2% | +56.6% |
| YTD | +44.1% | -21.2% | +65.4% | +53.1% |
| 1Y | +65.9% | -29.2% | +95.0% | +82.5% |
| 3Y | +109.0% | -2.1% | +111.1% | +103.1% |
| 5Y | +114.8% | +4.7% | +110.0% | +100.6% |
| 10Y | +377.3% | +178.2% | +199.1% | +213.8% |
| All | +220,816.6% | +26,178.7% | +194,638.0% | +28,135.6% |
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