+219.2%
CVX vs SYK
+179.2%
+40.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.4% | -0.2% |
| 7D | +2.6% | -9.1% | +11.7% | +6.4% |
| 30D | +9.8% | -20.6% | +30.5% | +20.2% |
| 3M | +16.2% | -9.6% | +25.8% | +19.3% |
| 6M | +13.6% | -19.9% | +33.5% | +22.1% |
| YTD | +44.4% | -21.2% | +65.5% | +55.5% |
| 1Y | +40.6% | -28.4% | +69.0% | +57.8% |
| 3Y | +48.2% | -5.3% | +53.5% | +41.7% |
| 5Y | +172.3% | +6.0% | +166.3% | +135.8% |
| All | +219.2% | +179.2% | +40.0% | +72.3% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling