-29.8%
SYK vs CHD
+2.1%
-31.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.6% | -1.4% |
| 7D | -12.3% | -4.7% | -7.6% | -10.5% |
| 30D | -22.4% | -8.3% | -14.1% | -19.7% |
| 3M | -12.3% | -4.0% | -8.3% | -10.9% |
| 6M | -24.3% | -6.5% | -17.8% | -23.0% |
| YTD | -22.8% | +13.1% | -35.9% | -23.1% |
| All | -29.8% | +2.1% | -31.9% | -28.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling