+58.3%
CSX vs SYK
+23.2%
+35.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | +6.0% | -5.0% | +10.9% | +7.8% |
| 30D | +7.8% | +9.9% | -2.1% | +4.0% |
| 3M | +4.1% | -8.9% | +13.0% | +7.0% |
| 6M | +17.9% | +3.1% | +14.8% | +14.5% |
| YTD | +44.9% | -11.1% | +56.0% | +48.8% |
| 1Y | +51.1% | -16.2% | +67.3% | +59.0% |
| 3Y | +78.3% | +13.2% | +65.1% | +62.6% |
| All | +58.3% | +23.2% | +35.1% | +32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling