+79.5%
CSX vs SYK
+15.9%
+63.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.5% |
| 7D | +3.1% | -6.8% | +9.9% | +4.9% |
| 30D | +9.7% | +10.6% | -0.8% | +6.8% |
| 3M | +4.9% | -9.7% | +14.7% | +7.4% |
| 6M | +18.4% | +6.7% | +11.6% | +14.4% |
| YTD | +45.9% | -10.4% | +56.2% | +49.3% |
| 1Y | +50.0% | -14.0% | +64.0% | +55.7% |
| All | +79.5% | +15.9% | +63.6% | +77.9% |
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