+55.4%
CVS vs SYK
-4.6%
+60.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.2% |
| 7D | -2.0% | -12.3% | +10.4% | -0.2% |
| 30D | +1.9% | -22.4% | +24.4% | +5.6% |
| 3M | -2.2% | -12.3% | +10.2% | -0.9% |
| 6M | +26.7% | -24.3% | +51.0% | +31.8% |
| YTD | +22.9% | -22.8% | +45.6% | +27.3% |
| 1Y | +32.9% | -28.8% | +61.7% | +39.8% |
| All | +55.4% | -4.6% | +60.0% | +56.8% |
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