-16.5%
ABT vs SYK
-21.3%
+4.8%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.4% |
| 7D | -3.7% | -8.3% | +4.7% | +0.5% |
| 30D | +2.5% | -10.1% | +12.5% | +7.8% |
| 3M | +20.2% | +0.9% | +19.3% | +18.5% |
| 6M | -2.9% | -20.2% | +17.3% | +7.4% |
| YTD | -11.9% | -13.3% | +1.4% | -6.4% |
| 1Y | -16.5% | -22.3% | +5.8% | -5.3% |
| All | -16.5% | -21.3% | +4.8% | -5.3% |
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 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