+14,133.6%
SYK vs CB
+7,247.3%
+6,886.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.2% |
| 7D | -5.0% | +2.9% | -7.9% | -5.8% |
| 30D | +9.9% | +7.3% | +2.6% | +7.7% |
| 3M | -8.9% | +9.4% | -18.3% | -11.4% |
| 6M | +3.1% | +19.6% | -16.5% | -2.3% |
| YTD | -11.1% | +21.5% | -32.6% | -16.4% |
| 1Y | -16.2% | +28.0% | -44.2% | -22.4% |
| 3Y | +13.2% | +74.9% | -61.7% | -5.3% |
| 5Y | +23.5% | +108.1% | -84.7% | -2.7% |
| 10Y | +213.3% | +251.8% | -38.5% | +109.9% |
| All | +14,133.6% | +7,247.3% | +6,886.3% | +4,258.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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