-7.2%
SYK vs COO
-38.4%
+31.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -14.7% | +12.7% | +3.0% |
| 7D | -12.3% | -23.3% | +11.0% | -4.3% |
| 30D | -22.4% | -29.5% | +7.0% | -12.8% |
| 3M | -12.3% | -20.0% | +7.6% | -5.5% |
| 6M | -24.3% | -27.2% | +2.9% | -16.2% |
| YTD | -22.8% | -33.9% | +11.1% | -12.0% |
| 1Y | -28.8% | -19.9% | -8.8% | -23.4% |
| All | -7.2% | -38.4% | +31.1% | +5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling