+4,779.0%
CVX vs SYK
+22,282.0%
-17,503.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | 0.0% |
| 7D | +0.7% | -12.3% | +13.0% | +3.6% |
| 30D | +9.1% | -22.4% | +31.6% | +15.3% |
| 3M | +13.1% | -12.3% | +25.4% | +15.8% |
| 6M | +16.3% | -24.3% | +40.6% | +22.6% |
| YTD | +43.5% | -22.8% | +66.3% | +50.4% |
| 1Y | +40.2% | -28.8% | +68.9% | +49.4% |
| 3Y | +44.2% | -4.0% | +48.2% | +42.1% |
| 5Y | +170.6% | +3.8% | +166.8% | +158.1% |
| 10Y | +220.3% | +172.8% | +47.5% | +150.3% |
| All | +4,779.0% | +22,282.0% | -17,503.0% | +2,515.3% |
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 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