+65.1%
CSX vs SYK
+3.6%
+61.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | -0.6% | -11.8% | +11.2% | +3.7% |
| 30D | -3.2% | -20.4% | +17.1% | +4.6% |
| 3M | +2.6% | -12.1% | +14.7% | +6.1% |
| 6M | +19.8% | -24.3% | +44.2% | +31.2% |
| YTD | +34.7% | -21.2% | +55.9% | +44.7% |
| 1Y | +52.1% | -29.2% | +81.3% | +70.7% |
| 3Y | +68.4% | -2.1% | +70.5% | +62.4% |
| 5Y | +65.1% | +4.7% | +60.4% | +47.2% |
| All | +65.1% | +3.6% | +61.5% | +47.2% |
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