+167.6%
SYK vs COO
+17.5%
+150.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -14.7% | +12.7% | +5.9% |
| 7D | -12.3% | -23.3% | +11.0% | +0.4% |
| 30D | -22.4% | -29.5% | +7.0% | -7.0% |
| 3M | -12.3% | -20.0% | +7.6% | -1.9% |
| 6M | -24.3% | -27.2% | +2.9% | -11.0% |
| YTD | -22.8% | -33.9% | +11.1% | -4.4% |
| 1Y | -28.8% | -19.9% | -8.8% | -21.2% |
| 3Y | -4.0% | -38.1% | +34.1% | +15.9% |
| 5Y | +3.8% | -52.0% | +55.8% | +45.2% |
| All | +167.6% | +17.5% | +150.0% | +125.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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