+487.4%
CSX vs SYK
+179.2%
+308.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.2% | -1.1% |
| 7D | -0.9% | -9.1% | +8.2% | +3.2% |
| 30D | -2.0% | -20.6% | +18.6% | +8.6% |
| 3M | +3.6% | -9.6% | +13.2% | +7.0% |
| 6M | +22.0% | -19.9% | +41.9% | +32.9% |
| YTD | +36.3% | -21.2% | +57.4% | +49.1% |
| 1Y | +50.9% | -28.4% | +79.3% | +72.8% |
| 3Y | +69.2% | -5.3% | +74.5% | +65.0% |
| 5Y | +69.2% | +6.0% | +63.3% | +51.5% |
| All | +487.4% | +179.2% | +308.2% | +272.0% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling