+148.0%
ADBE vs SYK
+173.6%
-25.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.4% | -1.3% |
| 7D | -12.9% | -12.3% | -0.6% | -6.4% |
| 30D | -5.6% | -22.4% | +16.8% | +8.3% |
| 3M | +6.6% | -12.3% | +19.0% | +13.9% |
| 6M | -9.6% | -24.3% | +14.8% | +4.1% |
| YTD | -28.9% | -22.8% | -6.1% | -19.3% |
| 1Y | -28.9% | -28.8% | -0.2% | -15.7% |
| 3Y | -55.6% | -4.0% | -51.6% | -56.4% |
| 5Y | -62.2% | +3.8% | -66.1% | -65.2% |
| All | +148.0% | +173.6% | -25.6% | +31.2% |
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