+1,877.1%
CVS vs SYK
+22,282.0%
-20,404.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.4% |
| 7D | -2.0% | -12.3% | +10.4% | +0.9% |
| 30D | +1.9% | -22.4% | +24.4% | +7.9% |
| 3M | -2.2% | -12.3% | +10.2% | +0.2% |
| 6M | +26.7% | -24.3% | +51.0% | +34.0% |
| YTD | +22.9% | -22.8% | +45.6% | +29.2% |
| 1Y | +32.9% | -28.8% | +61.7% | +42.2% |
| 3Y | +62.3% | -4.0% | +66.3% | +60.6% |
| 5Y | +34.2% | +3.8% | +30.4% | +28.7% |
| 10Y | +41.8% | +172.8% | -131.0% | +7.7% |
| All | +1,877.1% | +22,282.0% | -20,404.9% | +543.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling