+1,149.0%
ABBV vs SYK
+472.4%
+676.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +2.4% |
| 7D | -2.0% | -12.3% | +10.3% | +3.3% |
| 30D | +2.0% | -22.4% | +24.4% | +12.9% |
| 3M | +14.2% | -12.3% | +26.5% | +19.6% |
| 6M | +14.1% | -24.3% | +38.4% | +26.5% |
| YTD | +14.2% | -22.8% | +37.0% | +25.3% |
| 1Y | +24.2% | -28.8% | +53.0% | +40.8% |
| 3Y | +89.8% | -4.0% | +93.8% | +86.6% |
| 5Y | +187.2% | +3.8% | +183.3% | +164.6% |
| 10Y | +506.7% | +172.8% | +333.9% | +202.3% |
| All | +1,149.0% | +472.4% | +676.6% | +302.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling