+22,727.9%
SYK vs COO
+5,454.1%
+17,273.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.2% | +5.8% | +0.2% |
| 7D | -11.8% | -9.0% | -2.8% | -11.0% |
| 30D | -20.4% | -16.8% | -3.5% | -19.0% |
| 3M | -12.1% | -7.5% | -4.6% | -11.4% |
| 6M | -24.3% | -16.3% | -8.1% | -23.0% |
| YTD | -21.2% | -22.5% | +1.3% | -19.3% |
| 1Y | -29.2% | -7.0% | -22.2% | -28.7% |
| 3Y | -2.1% | -27.5% | +25.4% | +0.4% |
| 5Y | +4.7% | -43.3% | +48.1% | +9.7% |
| 10Y | +178.2% | +37.6% | +140.7% | +174.9% |
| All | +22,727.9% | +5,454.1% | +17,273.8% | +18,597.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling