+1.2%
OXY vs SYK
-4.6%
+5.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.3% |
| 7D | +1.4% | -12.3% | +13.7% | +1.9% |
| 30D | +4.0% | -22.4% | +26.5% | +5.2% |
| 3M | +7.6% | -12.3% | +19.9% | +7.7% |
| 6M | +16.2% | -24.3% | +40.5% | +18.1% |
| YTD | +50.8% | -22.8% | +73.6% | +52.4% |
| 1Y | +34.7% | -28.8% | +63.5% | +38.2% |
| All | +1.2% | -4.6% | +5.8% | -1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling