+191.6%
XOM vs SYK
+173.6%
+18.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.3% |
| 7D | +1.9% | -12.3% | +14.2% | +6.4% |
| 30D | +4.1% | -22.4% | +26.5% | +13.3% |
| 3M | +10.4% | -12.3% | +22.7% | +14.3% |
| 6M | +13.0% | -24.3% | +37.3% | +22.8% |
| YTD | +40.1% | -22.8% | +62.8% | +50.4% |
| 1Y | +51.1% | -28.8% | +79.9% | +67.2% |
| 3Y | +57.7% | -4.0% | +61.7% | +50.2% |
| 5Y | +264.7% | +3.8% | +260.9% | +224.5% |
| All | +191.6% | +173.6% | +18.0% | +84.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling