+374.0%
SYK vs CNH
+59.0%
+315.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.9% |
| 7D | -11.8% | +1.8% | -13.6% | -12.2% |
| 30D | -20.4% | +32.6% | -53.0% | -26.1% |
| 3M | -12.1% | +29.4% | -41.5% | -18.2% |
| 6M | -24.3% | +26.0% | -50.3% | -29.7% |
| YTD | -21.2% | +52.2% | -73.4% | -30.6% |
| 1Y | -29.2% | +23.9% | -53.0% | -34.3% |
| 3Y | -2.1% | +10.1% | -12.2% | -8.9% |
| 5Y | +4.7% | +13.2% | -8.4% | -5.8% |
| 10Y | +178.2% | +160.7% | +17.6% | +91.3% |
| All | +374.0% | +59.0% | +315.0% | +240.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling