+146.7%
OXY vs SYK
+3.4%
+143.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.6% |
| 7D | +1.4% | -12.3% | +13.7% | +3.6% |
| 30D | +4.0% | -22.4% | +26.5% | +8.5% |
| 3M | +7.6% | -12.3% | +19.9% | +9.2% |
| 6M | +16.2% | -24.3% | +40.5% | +21.4% |
| YTD | +50.8% | -22.8% | +73.6% | +56.4% |
| 1Y | +34.7% | -28.8% | +63.5% | +42.6% |
| 3Y | -1.0% | -4.0% | +3.0% | -4.8% |
| All | +146.7% | +3.4% | +143.3% | +131.3% |
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 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