+70.6%
CSX vs SYK
-1.3%
+71.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.8% | +8.0% | +1.4% |
| 7D | +0.6% | -12.9% | +13.5% | +4.0% |
| 30D | -2.3% | -18.5% | +16.2% | +2.7% |
| 3M | +4.3% | -8.1% | +12.4% | +5.3% |
| 6M | +23.4% | -23.8% | +47.1% | +32.0% |
| YTD | +36.4% | -20.9% | +57.3% | +44.0% |
| 1Y | +53.0% | -29.0% | +82.0% | +67.4% |
| 3Y | +70.6% | -1.7% | +72.3% | +72.6% |
| All | +70.6% | -1.3% | +71.9% | +72.6% |
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 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