+57.8%
SYK vs CTVA
+210.9%
-153.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.6% | -1.8% |
| 7D | -12.3% | -4.7% | -7.7% | -10.8% |
| 30D | -22.4% | +11.1% | -33.5% | -25.3% |
| 3M | -12.3% | +13.7% | -26.1% | -16.3% |
| 6M | -24.3% | +11.2% | -35.5% | -27.5% |
| YTD | -22.8% | +26.9% | -49.7% | -29.6% |
| 1Y | -28.8% | +18.8% | -47.6% | -33.8% |
| 3Y | -4.0% | +75.9% | -79.9% | -24.9% |
| 5Y | +3.8% | +105.2% | -101.4% | -26.1% |
| All | +57.8% | +210.9% | -153.1% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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