-10.0%
ABT vs SYK
+3.4%
-13.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -0.8% |
| 7D | -5.0% | -12.3% | +7.3% | +1.2% |
| 30D | -5.8% | -22.4% | +16.6% | +6.6% |
| 3M | +16.7% | -12.3% | +29.1% | +23.7% |
| 6M | -5.2% | -24.3% | +19.1% | +7.8% |
| YTD | -16.0% | -22.8% | +6.8% | -5.5% |
| 1Y | -18.3% | -28.8% | +10.5% | -4.4% |
| 3Y | +9.2% | -4.0% | +13.2% | +8.0% |
| All | -10.0% | +3.4% | -13.4% | -19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling