-22.3%
SYK vs COR
+12.8%
-35.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.2% |
| 7D | -8.3% | +2.8% | -11.1% | -8.9% |
| 30D | -10.1% | +4.5% | -14.6% | -11.0% |
| 3M | +0.9% | +22.7% | -21.8% | -2.9% |
| 6M | -20.2% | -9.7% | -10.5% | -19.9% |
| YTD | -13.3% | -1.4% | -11.9% | -14.4% |
| 1Y | -22.3% | +13.9% | -36.3% | -24.6% |
| All | -22.3% | +12.8% | -35.2% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 1y: compounded portfolio wealth divided by compounded COR 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…
1y analysis · Full analysis span regression · 6 months rolling