+165.4%
CVX vs SYK
+3.4%
+162.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.2% |
| 7D | +0.7% | -12.3% | +13.0% | +2.5% |
| 30D | +9.1% | -22.4% | +31.6% | +13.0% |
| 3M | +13.1% | -12.3% | +25.4% | +14.6% |
| 6M | +16.3% | -24.3% | +40.6% | +20.5% |
| YTD | +43.5% | -22.8% | +66.3% | +47.9% |
| 1Y | +40.2% | -28.8% | +68.9% | +46.7% |
| 3Y | +44.2% | -4.0% | +48.2% | +40.9% |
| All | +165.4% | +3.4% | +162.0% | +147.4% |
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