+31.5%
OXY vs SYK
-21.3%
+52.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.6% | -1.2% |
| 7D | +1.6% | -8.3% | +9.9% | +0.4% |
| 30D | +11.6% | -10.1% | +21.6% | +10.0% |
| 3M | +2.8% | +0.9% | +1.9% | +3.3% |
| 6M | +13.0% | -20.2% | +33.2% | +10.0% |
| YTD | +47.4% | -13.3% | +60.7% | +43.3% |
| 1Y | +31.5% | -22.3% | +53.8% | +20.5% |
| All | +31.5% | -21.3% | +52.8% | +20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling