+167.6%
SYK vs CNC
+96.8%
+70.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.0% | -2.4% |
| 7D | -12.3% | -3.9% | -8.5% | -11.5% |
| 30D | -22.4% | +0.8% | -23.2% | -22.6% |
| 3M | -12.3% | +0.1% | -12.4% | -12.8% |
| 6M | -24.3% | +79.7% | -104.0% | -35.1% |
| YTD | -22.8% | +58.9% | -81.7% | -32.3% |
| 1Y | -28.8% | +109.1% | -137.9% | -42.4% |
| 3Y | -4.0% | 0.0% | -4.0% | -11.4% |
| 5Y | +3.8% | +9.5% | -5.6% | -9.7% |
| All | +167.6% | +96.8% | +70.7% | +96.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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