+466.0%
SYK vs COPX
+179.8%
+286.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.0% | +5.0% | -0.2% |
| 7D | -12.3% | -2.9% | -9.4% | -11.8% |
| 30D | -22.4% | 0.0% | -22.5% | -22.7% |
| 3M | -12.3% | +14.8% | -27.1% | -16.5% |
| 6M | -24.3% | +7.0% | -31.4% | -27.4% |
| YTD | -22.8% | +23.8% | -46.6% | -29.8% |
| 1Y | -28.8% | +75.7% | -104.5% | -41.9% |
| 3Y | -4.0% | +156.4% | -160.4% | -32.3% |
| 5Y | +3.8% | +167.6% | -163.7% | -29.6% |
| 10Y | +172.8% | +569.1% | -396.3% | +29.7% |
| All | +466.0% | +179.8% | +286.3% | +237.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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