+6,245.3%
ABT vs SYK
+22,742.0%
-16,496.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.4% | -2.0% |
| 7D | -5.9% | -9.1% | +3.2% | -3.4% |
| 30D | -8.1% | -20.6% | +12.6% | -1.9% |
| 3M | +14.5% | -9.6% | +24.1% | +17.6% |
| 6M | -6.3% | -19.9% | +13.6% | -0.5% |
| YTD | -17.1% | -21.2% | +4.1% | -11.6% |
| 1Y | -21.4% | -28.4% | +7.0% | -13.9% |
| 3Y | +5.9% | -5.3% | +11.3% | +6.8% |
| 5Y | -12.8% | +6.0% | -18.7% | -15.3% |
| 10Y | +200.1% | +178.4% | +21.7% | +125.1% |
| All | +6,245.3% | +22,742.0% | -16,496.7% | +1,495.0% |
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