+1,206.4%
SYK vs CNC
+5,399.6%
-4,193.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.0% | -2.3% |
| 7D | -12.3% | -3.9% | -8.5% | -11.7% |
| 30D | -22.4% | +0.8% | -23.2% | -22.6% |
| 3M | -12.3% | +0.1% | -12.4% | -12.7% |
| 6M | -24.3% | +79.7% | -104.0% | -32.5% |
| YTD | -22.8% | +58.9% | -81.7% | -30.0% |
| 1Y | -28.8% | +109.1% | -137.9% | -39.0% |
| 3Y | -4.0% | 0.0% | -4.0% | -9.6% |
| 5Y | +3.8% | +9.5% | -5.6% | -4.9% |
| 10Y | +172.8% | +95.7% | +77.1% | +122.9% |
| All | +1,206.4% | +5,399.6% | -4,193.2% | +555.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling