-29.2%
SYK vs CSGP
-66.3%
+37.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.2% |
| 7D | -11.8% | -5.4% | -6.4% | -10.6% |
| 30D | -20.4% | -6.0% | -14.3% | -19.2% |
| 3M | -12.1% | -12.8% | +0.8% | -10.8% |
| 6M | -24.3% | -38.9% | +14.6% | -20.3% |
| YTD | -21.2% | -56.0% | +34.8% | -13.3% |
| 1Y | -29.2% | -66.4% | +37.3% | -17.6% |
| All | -29.2% | -66.3% | +37.2% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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