+51.2%
CSX vs SYK
-28.8%
+80.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.3% | +1.7% |
| 7D | +0.1% | -12.3% | +12.4% | +1.9% |
| 30D | -1.5% | -22.4% | +20.9% | +1.9% |
| 3M | +6.0% | -12.3% | +18.3% | +7.0% |
| 6M | +20.6% | -24.3% | +44.9% | +26.2% |
| YTD | +36.5% | -22.8% | +59.3% | +42.8% |
| All | +51.2% | -28.8% | +80.0% | +62.6% |
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 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