+13,790.3%
SYK vs CB
+6,559.4%
+7,230.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.0% |
| 7D | -8.3% | +0.5% | -8.8% | -8.5% |
| 30D | -10.1% | -3.1% | -7.0% | -9.2% |
| 3M | +0.9% | +9.0% | -8.0% | -1.7% |
| 6M | -20.2% | +2.9% | -23.0% | -21.0% |
| YTD | -13.3% | +10.1% | -23.4% | -16.0% |
| 1Y | -22.3% | +22.8% | -45.1% | -27.3% |
| 3Y | +9.7% | +73.8% | -64.1% | -8.1% |
| 5Y | +15.4% | +99.2% | -83.8% | -7.9% |
| 10Y | +192.9% | +218.2% | -25.4% | +102.0% |
| All | +13,790.3% | +6,559.4% | +7,230.9% | +4,279.2% |
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