+6,014.8%
SYK vs COR
+17,138.4%
-11,123.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -11.8% | -3.9% | -7.9% | -10.9% |
| 30D | -20.4% | -0.3% | -20.0% | -20.3% |
| 3M | -12.1% | +15.9% | -27.9% | -15.2% |
| 6M | -24.3% | -10.3% | -14.1% | -22.8% |
| YTD | -21.2% | -3.7% | -17.5% | -21.2% |
| 1Y | -29.2% | +9.1% | -38.2% | -31.3% |
| 3Y | -2.1% | +86.6% | -88.6% | -17.1% |
| 5Y | +4.7% | +180.9% | -176.2% | -19.8% |
| 10Y | +178.2% | +407.4% | -229.2% | +81.3% |
| All | +6,014.8% | +17,138.4% | -11,123.7% | +2,086.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling