-7.2%
SYK vs CNH
+6.3%
-13.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -1.6% |
| 7D | -12.3% | -2.5% | -9.9% | -12.0% |
| 30D | -22.4% | +27.0% | -49.4% | -24.7% |
| 3M | -12.3% | +32.6% | -45.0% | -15.5% |
| 6M | -24.3% | +23.6% | -47.9% | -26.6% |
| YTD | -22.8% | +47.8% | -70.6% | -27.2% |
| 1Y | -28.8% | +21.3% | -50.0% | -31.1% |
| All | -7.2% | +6.3% | -13.5% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 3y: compounded portfolio wealth divided by compounded CNH 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…
3y analysis · Full analysis span regression · 6 months rolling