+167.6%
SYK vs CHD
+125.6%
+42.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.6% | -1.5% |
| 7D | -12.3% | -4.7% | -7.6% | -10.9% |
| 30D | -22.4% | -8.3% | -14.1% | -20.2% |
| 3M | -12.3% | -4.0% | -8.3% | -11.1% |
| 6M | -24.3% | -6.5% | -17.8% | -22.7% |
| YTD | -22.8% | +13.1% | -35.9% | -25.7% |
| 1Y | -28.8% | +2.3% | -31.1% | -29.4% |
| 3Y | -4.0% | +1.8% | -5.8% | -5.5% |
| 5Y | +3.8% | +20.6% | -16.7% | -4.1% |
| All | +167.6% | +125.6% | +42.0% | +115.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 10y: compounded portfolio wealth divided by compounded CHD 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…
10y analysis · Full analysis span regression · 6 months rolling