+52.6%
XOM vs SYK
-4.2%
+56.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +9.4% | -14.0% | -3.4% |
| 7D | -7.0% | +11.7% | -18.7% | -5.5% |
| 30D | +3.2% | +19.1% | -15.9% | +5.4% |
| 3M | +10.7% | +1.4% | +9.2% | +11.9% |
| 6M | +11.6% | +17.4% | -5.8% | +15.4% |
| YTD | +43.5% | -2.5% | +46.0% | +43.9% |
| 1Y | +52.6% | -5.3% | +57.9% | +53.1% |
| All | +52.6% | -4.2% | +56.8% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 SYK 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