+22,282.0%
SYK vs CHD
+9,738.0%
+12,544.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.6% | -1.6% |
| 7D | -12.3% | -4.7% | -7.6% | -11.2% |
| 30D | -22.4% | -8.3% | -14.1% | -20.7% |
| 3M | -12.3% | -4.0% | -8.3% | -11.4% |
| 6M | -24.3% | -6.5% | -17.8% | -23.0% |
| YTD | -22.8% | +13.1% | -35.9% | -25.1% |
| 1Y | -28.8% | +2.3% | -31.1% | -29.4% |
| 3Y | -4.0% | +1.8% | -5.8% | -5.2% |
| 5Y | +3.8% | +20.6% | -16.7% | -2.2% |
| 10Y | +172.8% | +125.6% | +47.2% | +117.2% |
| All | +22,282.0% | +9,738.0% | +12,544.0% | +7,959.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling